ARIMA samae forecasts across horizons

Why is it that I get the same forecasts for all forecasting horizons in MATLAB?
Mdl = arima('Constant',1,'AR',{0.3});
Mdl.Variance = 1
[Y,E]=simulate(Mdl,20);
Mdl1=arima(1,0,0);
e=estimate(Mdl1,Y);
forecast(e,10)
ans =
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642

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카테고리

도움말 센터File Exchange에서 Model Predictive Control Toolbox에 대해 자세히 알아보기

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질문:

2020년 4월 14일

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BN
2022년 11월 18일

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