Code for GARCH-ARIMA
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I have time series data,
My input series is TEMP., HUMIDITY, PRESSURE.
and MY TARGET SERIES IS AVERAGE WIND SPEED.
I am arranging my data for 1 day ahead prediction like
d= ones(1,365);
X_new=[Temp.;Humidity;Pressure];
X=mat2cell(X_new,3,24*d);
input series = X
T_new=[wind speed];
T=mat2cell(T_NEW,1,24*d);
Target series = T
I WANT TO GO NEXT STEP FOR garch-arima, I WANT CODE TO CALCULATE P,D,Q VALUE
ALSO PREDICTION CODING, for GARCH-ARIMA
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