Filter löschen
Filter löschen

Error Using Estimate Function for ARIMA Class Models with Custom Options

2 Ansichten (letzte 30 Tage)
Ryan
Ryan am 25 Sep. 2013
Hello all,
I am using Matlab 2013a to estimate an ARIMA model and forecast a time series 1 step. I have the following code, which works just fine (note the commented out pieces. We will get to those in a second):
model = arima(1,1,1);
model.Distribution = struct('Name','t','DoF',N-1);
arimaVariance = egarch(1,1);
arimaVariance.Distribution = struct('Name','t','DoF',N-1);
model.Variance = arimaVariance;
% arimaOptions = optimset('Display','off');
params = estimate(model,Y); %,'options',arimaOptions);
Now, if I remove the comments (and change nothing else) to form the following code:
model = arima(1,1,1);
model.Distribution = struct('Name','t','DoF',N-1);
arimaVariance = egarch(1,1);
arimaVariance.Distribution = struct('Name','t','DoF',N-1);
model.Variance = arimaVariance;
arimaOptions = optimset('Display','off');
params = estimate(model,Y,'options',arimaOptions);
I get this error:
"In an assignment A(I) = B, the number of elements in B and I must be the same."
Now, given that I only took comments off of a couple places and that the only option I altered was the Display option, it seems strange that this should alter the structure of the entire estimation algorithm.
If I remove the sections where I specify the distribution and variance functions, leaving the following code:
model = arima(1,1,1);
% arimaOptions = optimset('Display','off');
params = estimate(model,Y);%,'options',arimaOptions);
It works great again. If I uncomment those couple lines though to make this code:
model = arima(1,1,1);
arimaOptions = optimset('Display','off');
params = estimate(model,Y,'options',arimaOptions);
I get a different error:
"Index exceeds matrix dimensions."
And insight on why this could be?

Antworten (0)

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!

Translated by