Constrained ARIMA parameter estimation

Hello!
How do I estimate the parameters of ARIMA model with lower bounds on the parameters (constrained optimization)? I'm currently using the following built-in functions: arima and estimate. I tried optimoptions function but it does not specify the bounds. Any advice is appreciated!
Thank you!

답변 (0개)

카테고리

도움말 센터File Exchange에서 Conditional Mean Models에 대해 자세히 알아보기

질문:

2019년 12월 24일

편집:

2019년 12월 24일

Community Treasure Hunt

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

Start Hunting!

Translated by