Question

Please expalin the error
Hello, *I have the following funtion:* function Beta = arima(y, p, q, C, sigma) if nargin < 4 C = 0; end if ...

12 years ago | 1 answer | 0

Question

Function to find ar coefficients using Least squres
Hi, Can someone help me write a FUNCTION to estimate AR(p) coefficients using LEAST SQUARES? Thanks

12 years ago | 1 answer | 0

Question

getting AR residuals to a vextor
Hi, I need to fit an ar(15) model (WITH OUT USING ARX()IN MATLAB) to yt1 data created bu the following code and get the resid...

12 years ago | 0 answers | 0

Question

How to get residuals
Hello I have a data set called y. I need to fit an ar(15) model to it and get the residuals in to a vector 'A'. Can you please h...

12 years ago | 0 answers | 0

Question

sqrt of elements of a vector
Hi I have a vector of five elements I need to calculate the sqrt of each element and put it in anoter vector. How can I d...

12 years ago | 2 answers | 1

Question

how to disable the picture
Hi, every time I run the following code, a figure is generated. How can I disable it? Thanks. a0 = 0.05; a1 = 0.1; b1 = ...

12 years ago | 2 answers | 0

Question

please correct the code..
Can someone please correct the error in the following code: a0 = 0.05; a1 = 0.1; b1 = 0.85; nu = randn(2300,1); epsi ...

12 years ago | 1 answer | 0

Question

using lsqlin when you have a large matrix
hi, Can someone please tell me how to correct the following code. x = [yt,r]; a = eye(2); b = zeros(2,1); ...

12 years ago | 2 answers | 0

Question

LEAST SQUARES Estimation matlab
Hi , Does anyone know the code to estimate an arma model using least squares. (preferably constrained LS)? Thanks

12 years ago | 1 answer | 0

Question

constained least squares for arma
Hi, Anybody know the code for the constrained Least Squares method, with the linear condition that all ARMA paramers are posi...

12 years ago | 1 answer | 0

Question

LEAST SQUARES Estimation code
Anybody know the code to estimate an ARMA model using LEAST SQUARES? Thanks.

12 years ago | 2 answers | 0

Question

fitting fractionally integrated garch
Hi, I am very new to matlab. I need a code to fit a fractionally integrated garch model to a data set. Can someone please...

13 years ago | 0 answers | 0