Vector of estimates with estimate(.) function

I've been trying to retrieve the vector of parameter estimates from an arima model estimated with the Econometrics Toolbox so I can perform a Wald test for global significance. How can I do it? i.e., I would like to do something of the type:

Mdl1 = estimate(Mdl,y)

CoeffMdl = Mdl1.Coefficients.Estimate

Answer 1

[Balaji]

Hi Miguel

The code you have proposed for extracting the vector of parameter estimates from an ARIMA model appears to be accurate and should be functional as intended.

Mdl1 = estimate(Mdl, y); 
CoeffMdl = Mdl1.Coefficients.Estimate;

Thanks,

Balaji