```
[E,V] =
infer(Mdl,Y)
```

[E,V,logL]
= infer(Mdl,Y)

[E,V,logL] = infer(Mdl,Y,Name,Value)

`[`

infers
residuals and conditional variances of a univariate ARIMA model fit
to data `E`

,`V`

] =
infer(`Mdl`

,`Y`

)`Y`

.

`[`

additionally
returns the loglikelihood objective function values.`E`

,`V`

,`logL`

]
= infer(`Mdl`

,`Y`

)

`[E,V,logL] = infer(Mdl,Y,`

infers
the ARIMA or ARIMAX model residuals and conditional variances, and
returns the loglikelihood objective function values, with additional
options specified by one or more `Name,Value`

)`Name,Value`

pair
arguments.

[1] Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. *Time
Series Analysis: Forecasting and Control* 3rd ed. Englewood
Cliffs, NJ: Prentice Hall, 1994.

[2] Enders, W. *Applied Econometric Time Series*.
Hoboken, NJ: John Wiley & Sons, 1995.

[3] Hamilton, J. D. *Time Series Analysis*.
Princeton, NJ: Princeton University Press, 1994.

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