How can ARIMA model be implemented in matlab 2011a.
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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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