ARIMA Model Forecasting issue
4 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
I am trying to creat an ARIMA model to predict future data points. Using the Econometrics App I fitted a model ARIMA(4,1,3) that fits the data very well. I then try to forcast the data using forcast.
SteelData1Log = log(SteelData1);
SteelData1LogDiff = [NaN; diff(SteelData1Log)];
ARIMA_SteelData1LogDiff2 = arima('Constant',NaN,'ARLags',1:4,'D',1,'MALags',1:3,'Distribution','Gaussian');
ARMA = estimate(ARIMA_SteelData1LogDiff2,SteelData1LogDiff,'Display','off');
yF1 = forecast(ARMA,44,'Y0',August2017.Var2(1:100));
The result does not follow the data, and has a logorithmic trend to it.

2 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Conditional Mean Models finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!