Too many input arguments - ARIMA model selection

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emanuele colombo azimonti
emanuele colombo azimonti am 25 Mär. 2020
Beantwortet: Shishir Singhal am 9 Apr. 2020
Good Afternoon , I get the error :
" Error using arima
Too many input arguments.
Error in CPIForecasting (line 42)
mdl = arima(p,0,q);"
For this code:
pmax = 4; qmax = 4;
aic=NaN(pmax+1,qmax+1); bic = aic;
const = 1;
for p = 0:pmax
for q = 0:qmax
mdl = arma(p,0,q);
[~,~,logL] = estimate(mdl,y,'Display','off');
kk = (p+q+1); nobs=size(y,1)-pmax;
aic(p+1,q+1) =(-2*logL/nobs)+(2*kk/nobs);
bic(p+1,q+1) = (-2*logL/nobs)+(2*kk*log(nobs)/nobs);
end
end
I am trying to estimate the model by using the BIC.

Antworten (1)

Shishir Singhal
Shishir Singhal am 9 Apr. 2020
In code, it is mentioned as arma(p, 0, q).
I guess it should be arima(p, 0, q).

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