How to forecasting using arima model

조회 수: 19 (최근 30일)
Yuni Wulandari
Yuni Wulandari 2021년 2월 16일
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."?

답변 (0개)

카테고리

Help CenterFile Exchange에서 System Identification Toolbox에 대해 자세히 알아보기

태그

Community Treasure Hunt

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

Start Hunting!

Translated by