AR(1) parameters estimation with constant term

2 visualizzazioni (ultimi 30 giorni)
Eduardo
Eduardo il 23 Apr 2012
I'm trying to get the AR(1) parameters of a times serie Y, but I'm a bit confused because I think if I use the matlab function ar(Y,1) the resulting model seems not to include the constant term. For example, I'd like to get the parameters for something like Y(t)=C+B*X(t-1)+Et, with C as a constant term and Et as a Gaussian noise, however the resulting model using the matlab function ar(Y,1) is something like A(q)y(t)=Et. So, how could I get the constant term C from that?.
I'd really appreciate somebody who can help me.

Risposte (1)

ignacio rios
ignacio rios il 20 Dic 2012
I've the same question =S

Categorie

Scopri di più su Dynamic System Models in Help Center e File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by