How can ARIMA model be implemented in matlab 2011a.

How can ARIMA model be implemented in matlab 2011a.I tried to write the code, but am not sure if it is correct.
/*want to model resource demand collected in column 39 of the summaryresourcedemand matrix
y= summaryresourcedemand(:,39);
%*differenced the series once to make it stationary
z=diff(y);
%*training set 1:36000 . p=4 q=2
m = armax(z(1:36000,1),[4,2]);
m.a = conv(m.a,[1 -1]);
%predicting the test set for 5 time ahead values
zp=z(36001:end,1);
yp = predict(m,zp,5);
yp=cell2mat(yp);
%adding to the previous values for obtaining the un-differenced series
pred=(yp)+y(36001:end-1,1);
% Pred is the series predicted by arima . to be compared with original to identify the
%accuracy of results
original=y(36002:end);
Any help would be appreciated . Thanks

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Question posée :

le 16 Fév 2014

Modifié(e) :

le 16 Fév 2014

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