ARIMA modelling and forecasting.
Mostra commenti meno recenti
Good day, I need to somehow generate a script that can enable me to find the best ARMA model (minimize AIC0) starting from ARMA 0,0 to ARMA 5,5 on a rolling basis (over 4000 data points). After the best model has been selected I would like the program to perform a 1 step ahead forecast. Ideally, I would like be able to view the model selected at each point and the forecast generated. Could you point me in the right direction? Thank you in advance. Regards Nev
Risposte (0)
Categorie
Scopri di più su Conditional Mean Models in Centro assistenza e File Exchange
Prodotti
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!