Hello Everyone,
I am able to estimate the sequential dependencies in data with econometric toolbox, using ARIMA(1,0,0) model with a command
model=arima(1,0,0);
model=estimate(model,x); % where x is an array of data
once I do this, I am looking for predictions of sequential effects free data, so that when I estimate sequential effects on the predicted data with the same arima(1,0,0) model, the effects should be null. How do I do this?
Thanks so much!
S
I am able to estimate the sequential dependencies in data with econometric toolbox, using ARIMA(1,0,0) model with a command
model=arima(1,0,0);
model=estimate(model,x); % where x is an array of data
once I do this, I am looking for predictions of sequential effects free data, so that when I estimate sequential effects on the predicted data with the same arima(1,0,0) model, the effects should be null. How do I do this?
Thanks so much!
S