ARIMA samae forecasts across horizons

1 Ansicht (letzte 30 Tage)
Shaoni Nandi
Shaoni Nandi am 14 Apr. 2020
Kommentiert: BN am 18 Nov. 2022
Why is it that I get the same forecasts for all forecasting horizons in MATLAB?
Mdl = arima('Constant',1,'AR',{0.3});
Mdl.Variance = 1
[Y,E]=simulate(Mdl,20);
Mdl1=arima(1,0,0);
e=estimate(Mdl1,Y);
forecast(e,10)
ans =
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642

Antworten (0)

Kategorien

Mehr zu MATLAB finden Sie in Help Center und File Exchange

Produkte

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by