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[E,V] =
infer(Mdl,Y)
[E,V,logL]
= infer(Mdl,Y)
[E,V,logL] = infer(Mdl,Y,Name,Value)
[E,V] = infer(Mdl,Y) infers residuals and conditional variances of a univariate ARIMA model fit to data Y.
[E,V,logL] = infer(Mdl,Y) additionally returns the loglikelihood objective function values.
[E,V,logL] = infer(Mdl,Y,Name,Value) infers the ARIMA or ARIMAX model residuals and conditional variances, and returns the loglikelihood objective function values, with additional options specified by one or more Name,Value pair arguments.
[1] Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. Time Series Analysis: Forecasting and Control 3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.
[2] Enders, W. Applied Econometric Time Series. Hoboken, NJ: John Wiley & Sons, 1995.
[3] Hamilton, J. D. Time Series Analysis. Princeton, NJ: Princeton University Press, 1994.