AR(p) of order 6 AutoRegression

I am trying to write the following formula in matlab for autoregression: Yt = PYt-1 +...+ PYt-6 + Et (Et = random error defined as (0,1)) I know my weighted P values and I want the formula to be for order of 6. I'm new to Matlab and do have econometrics toolbox but unsure of how to write this properly, any help much appreciated.

Answer 1

[Shashank Prasanna]

mdl = arima('Constant',0.05,'AR',{0.1,0.2,0.3,0.4,-0.5,-0.6})

Assuming those are your PY values.

Please check the documentation for examples and other information:

http://www.mathworks.com/help/econ/arima-class.html