ARIMA Model Forecasting issue
이전 댓글 표시
I am trying to creat an ARIMA model to predict future data points. Using the Econometrics App I fitted a model ARIMA(4,1,3) that fits the data very well. I then try to forcast the data using forcast.
SteelData1Log = log(SteelData1);
SteelData1LogDiff = [NaN; diff(SteelData1Log)];
ARIMA_SteelData1LogDiff2 = arima('Constant',NaN,'ARLags',1:4,'D',1,'MALags',1:3,'Distribution','Gaussian');
ARMA = estimate(ARIMA_SteelData1LogDiff2,SteelData1LogDiff,'Display','off');
yF1 = forecast(ARMA,44,'Y0',August2017.Var2(1:100));
The result does not follow the data, and has a logorithmic trend to it.

댓글 수: 2
BN
2022년 11월 18일
Did you find an answer for this problem?
Stephen Gray
2025년 4월 27일
I too am looking for an answer to this!
답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Conditional Mean Models에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!