Effacer les filtres
Effacer les filtres

forecasting prices with ARMA model

1 vue (au cours des 30 derniers jours)
Ruben
Ruben le 24 Fév 2013
I am trying to forecast prices (timeseries) with an ARMA model, it is a small part of the model I am building for my master's thesis but I have never really used it. Suppose I want to have a prediction of the three upcoming timeslots, with data from the past. How should I model this in matlab? Now I have:
a = [0; 1; 1.5; 2; 2.2; 2.3; 2.4]
b = forecast(armax,a,3)
which returns:
Error using armax (line 78)
Not enough input arguments.
so my questions are:
  1. What input arguments should I include, the documentation is not very clear to me.
  2. Does the forecast function use all past data ( a in the above example), is there a way to make it use only the past x data points?
Thanks

Réponses (0)

Catégories

En savoir plus sur Conditional Mean Models dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by