forecast future output of a defined model
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Hi,
I'm have input-output data and I'm using an armax model to forecast the production in the future. The time-series is for 58 months.
y=outputdata;
y2=inputdata;
% the model is:
sys=armax([y y2 ones(length(y),1)],[1 1 1 0 0 0])
sys =
Discrete-time ARX model: A(z)y(t) = B(z)u(t) + e(t)
A(z) = 1 - 0.3582 z^-1
B1(z) = 0.3051
B2(z) = 276.9
Sample time: 1 seconds
Parameterization:
Polynomial orders: na=1 nb=[1 1] nk=[0 0]
Number of free coefficients: 3
Use "polydata", "getpvec", "getcov" for parameters and their uncertainties.
Status:
Estimated using ARMAX on time domain data.
Fit to estimation data: -2.193% (prediction focus)
FPE: 5708, MSE: 5147
Now I want to forecast the production for the next two months. I'm using the following:
K=2;
yf=forecast(sys,y,K)
but I get this error:
Error using idmodel/forecast (line 101)
The number of inputs and outputs of the model must match that of the data.
Any ideas where the error might be?
Thanks!
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