how to write an arima model loop

5 visualizzazioni (ultimi 30 giorni)
masoumeh solgi
masoumeh solgi il 16 Mag 2020
Modificato: masoumeh solgi il 16 Mag 2020
Hi,i want to solve a arima model for a 3 differents lags(1,12,30) ,for all maturities( columns) and extract its coefficient
for just one lag and one maturity(for exmple for 6 month==column 1 )i wrote below code
AR_gy96 = arima('Constant',NaN,'ARLags',1,'Distribution','Gaussian');
AR_gy96 = estimate(AR_gy96,gyields(:,1),'Display','off');
and it works
AR=zeros(13,1);
for i=1:13
AR(i,:) = arima('Constant',NaN,'ARLags',1,'Distribution','Gaussian');
AR(i,:) = estimate(AR(i,:),gyields(:,i),'Display','off');
beta(i,:) =AR(i,:) .Coefficients.Estimate';
end
it dose not work,please help me.

Risposte (0)

Categorie

Scopri di più su Conditional Mean 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