Forecast - Partial autocorrelation function
12 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi Forecast-community,
Currently I am stuck in a tricky, but simple problem. To estimate my forecast model (SARIMA) I need a partial autocorrelation function. I use the toolbox parcorr. My command is
[PACF,plags,pBounds]=parcorr(Series,nLags,R,nSTDs);
In general the PACF output should be between -1 and 1 but I have outputs which exceeds these boundaries.
My Questions:
Does I have an error when PACF exceeds the boundaries?
How can I fix this output?
Thanks for any help
Merten
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Multivariate Models dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!