setting MaxFunEvals in estimate command
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I need to fit an ARIMA(7,0,7) model to a set of data (NRV in the code below), however if I don't specify any options, MATLAB stops and says it has reached the maximum number of function evaluations. I tried to set this higher, but MATLAB gives me an error... Anyone have an idea how to fix it? Thanks in advance!
code:
modelNRV = arima(7,0,7);
opt = optimset('MaxFunEvals',5000);
ARMANRV = estimate(modelNRV,NRV(1:timespan),'options',opt);
error:
Index exceeds matrix dimensions.
Error in arima/estimate>linearConstraints (line
1095)
LB(i1:i2) = [-10 ; repmat(-1 + tolerance, nAR +
nMA, 1) ; tolerance(isVarianceConstant)];
Error in arima/estimate (line 755)
conStruct = linearConstraints(LagsAR,
LagsSAR, LagsMA, LagsSMA, ...
Réponses (0)
Voir également
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!