How to forecasting using arima model

19 vues (au cours des 30 derniers jours)
Yuni Wulandari
Yuni Wulandari le 16 Fév 2021
load 'sst.dat'
y = log(sst);
T = length(y);
Mdl = arima(1,1,1);
EstMdl = estimate(Mdl,y);
[yF,yMSE] = forecast(EstMdl,60,y);
upper = yF + 1.96*sqrt(yMSE);
lower = yF - 1.96*sqrt(yMSE);
figure
plot(y,'Color',[.75,.75,.75])
hold on
h1 = plot(T+1:T+60,yF,'r','LineWidth',2);
h2 = plot(T+1:T+60,upper,'k--','LineWidth',1.5);
plot(T+1:T+60,lower,'k--','LineWidth',1.5)
xlim([0,T+60])
title('Forecast and 95% Forecast Interval')
legend([h1,h2],'Forecast','95% Interval','Location','NorthWest')
hold off
my question :
what's wrong with this code [yF,yMSE] = forecast(EstMdl,60,y); so it comes up "Parameters must be a character."?

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