Effacer les filtres
Effacer les filtres

Error With Forecasting ARIMAX Model

18 vues (au cours des 30 derniers jours)
J.C.
J.C. le 27 Mar 2014
Commenté : Redho redho le 22 Déc 2020
I'm trying to specify an ARIMAX model and then use it to forecast an hourly time series. When I use forecast, however, I get the error: "Error using arima/forecast (line 274) Additive constant must be specified." I'm sure I missing something simple, but I can't figure out what it is and searching the web hasn't turned up anything. The relevent code is below. Any help would be appreciated.
model = arima('AR', arLagV, 'D', 0, 'SAR', 0);
[estModel, estParmCov, logL, info] = estimate(model, Y(100:length(Y)),...
'X', X, 'Display', 'params');
[Y,YMSE,V] = forecast(model, 48, 'X0', X, 'Y0', Y(100:length(Y)), 'XF', XF);
  1 commentaire
Redho  redho
Redho redho le 22 Déc 2020
excuse me, could you help me sir with give me this codes because i need to toward a bachelor degree
thanks before sir

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Réponse acceptée

Hang Qian
Hang Qian le 30 Mar 2014
To forecast the ARIMA model, we want a model with all coefficients being known. After parameter estimation, the fitted model is reported as estModel. So the program will work if you replace "model" by "estModel":
[Y,YMSE,V] = forecast(estModel, 48, 'X0', X, 'Y0', Y(100:length(Y)), 'XF', XF);
  1 commentaire
J.C.
J.C. le 31 Mar 2014
Perfect. Thanks!

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