Hi, I am kind of beginner in MATLAB and I try to use the following code. It seems I should define p and q but I can not figure out how should I enter p and q to the code
function [CL,e,psi,r] = ARMA_FULL(theta0, data) %function CL=ARMA_FULL(theta0,data)
% define the global vector global p q;
% initial parameter set theta0 is a column vector; % c is the constant of the general ARMA model; % ar is the (1*p) vector; % ma is the (1*q) vector; if p==0;
% initial parameters for pure moving average model y=x-mean(x); ma=theta0(2:end-1); s=theta0(end); . . .
Play games and win prizes!Learn more