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Forecasting with an AR(8) model

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Hi, I am totally newly in Matlab and I have a question.
I have a time series and I want to apply an AR(8) model to forecast the next 12 observations.
I dont think that I could understand/follow the Mathworks instructions.
Any help??
Thank you!
  7 Comments
Panty
Panty on 11 Jul 2014
Guys.. Could you please help me??? I tried to wrote the script for what I wanted but I got some errors. Probably is wrong. I wrote the following: %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
[rows,columns]=size(NEW_ROUTPUTQVQ196520014)
for column=1:columns
InSampleData=NEW_ROUTPUTQVQ196520014(1:end,column)
for periods_ahead = 1:12
Mdl=arima(2,0,0);
EstMdl = estimate(Mdl,InSampleData);
[Yhat] = forecast(m1,1);
Yhat=NEW_ROUTPUTQVQ196520014(end+1,column);
InSampleData=NEW_ROUTPUTQVQ196520014(1:end,column);
end;
end; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
I am repeating these time-series forecating for all the columns of my dataset. I got the following error:
Error in End_of_sample_AR8_model (line 7) Mdl=arima(2,0,0);
Any help please??????
Much appreciated!!

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Accepted Answer

Shashank Prasanna
Shashank Prasanna on 9 Jul 2014
Have you seen the doc already? If you haven't here's the link to ARIMA models:
You can estimate your AR coefficients from data and then use the model to forecast. Give it a try and if you have specific question let us know.
  6 Comments
Shashank Prasanna
Shashank Prasanna on 14 Jul 2014
What is your question? What is the issue you are facing?

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