forecasting prices with ARMA model
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I am trying to forecast prices (timeseries) with an ARMA model, it is a small part of the model I am building for my master's thesis but I have never really used it. Suppose I want to have a prediction of the three upcoming timeslots, with data from the past. How should I model this in matlab? Now I have:
a = [0; 1; 1.5; 2; 2.2; 2.3; 2.4]
b = forecast(armax,a,3)
which returns:
Error using armax (line 78)
Not enough input arguments.
so my questions are:
- What input arguments should I include, the documentation is not very clear to me.
- Does the forecast function use all past data ( a in the above example), is there a way to make it use only the past x data points?
Thanks
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