Usage: |
yp = arimaf(y,a,b,p,d,q,L{,constant})
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Input: |
| y | input series with at least p observations
|
| a | q x 1 vector, innovation series with q observations
|
| b | vector of the parameters of the ARIMA process.
If the model has a constant, it must be represented as first element
of the vector, the next p elements are the coefficients of the
AR part and the last q elements are the coefficients of the MA part.
|
| p | scalar, number of AR lags of the ARIMA process
|
| q | scalar, number of MA lags of the ARIMA process
|
| d | scalar, number of differences, d=0,1
|
| L | scalar, forecast horizon
|
| constant | optional string, a constant is used if
constant = "constant"
|
Output: |
| yp | L x 1 vector of point forecasts |