how to use arma to predict stock price
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I have a time serie (stock price), t=t1 t2 ...... t100. I suppose it's an arma(2,0). I tried ; P=iddata(t); m=armax(P,[2 0]); p=predict(m,P,1); data=get(p); but the data I got is just the same as t, it's NOT prediction,It is repeating. I am using Matlab 2010b, there is no function 'forecast' in my matlab,just predict.Could anyone tell me how to do the FORWARD PREDICTION? thanks!!
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