[R] [Matlab] Need help on ARIMA and Matlab

[R. Michael Weylandt]

Perhaps you are confused....this is R-help....

that said, it's very easy with

forecast:::forecast.Arima

in R

Michael

On Wed, Jan 4, 2012 at 8:38 AM, Antonio Tirri <antonio.tirri at gmail.com> wrote:
> Hi, I have to forecast some value of a time series using an ARIMA(5,1,3)
> model.
>
> I saw in Matlab there isn't a function for ARIMA models because ARIMA
> models are a type of Box-Jenkins models. But how to set parameters?
>
> In the Box-Jenkins models
>
>  m = bj(data,[nb nc nd nf nk])
>
> How to set nb, nc, nd, nf and nk in order to have an ARIMA(p,d,q) model?
>
> Thanks
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.