How to set the parameter values for ARX model

3 vues (au cours des 30 derniers jours)

Kushan le 14 Fév 2014

Commenté : Kushan le 17 Fév 2014

Hi all,

There are two time series, "A"(auto-regressive variable) and "B"(exogenous variable).

Please let me know how to estimate the parameters for auto-regressive variable by fixing the parameters for exogenous variable. Such that,

First set the parameters for exogenous variable and then find the parameters for auto-regressive variable

Thanking you in advance,

Kushan

Kushan le 17 Fév 2014

Experts please !!!!!!1

En savoir plus sur Conditional Mean Models dans Help Center et File Exchange

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by