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Results for tag:"arma" (90 results)

Results 51 - 90 of 90

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how to get the matrix of the ARMA coefficients?

Asked by Qian cao on 29 Dec 2015

AI, Data Science, and Statistics Statistics and Machine Learning Toolbox Regression

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momentum strategy based on trend

Asked by Qian cao on 28 Dec 2015

Computational Finance Financial Toolbox Portfolio Optimization and Asset Allocation

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Can't run the Conditional Mean and Conditional Variance

Asked by Mostafa Hussein on 13 Nov 2015

Computational Finance Econometrics Toolbox Conditional Variance Models

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answer

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6 views

Wind speed ARMA simulation

Asked by JiashenTeh on 2 Mar 2015

Latest activity Commented on by Ashim on 8 Nov 2015

Accepted Answer by Brendan Hamm

Computational Finance Econometrics Toolbox Conditional Mean Models

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Catching errors when estimating ARIMA model

Asked by Natalia Ochoa on 10 Sep 2015

Computational Finance Econometrics Toolbox Conditional Mean Models

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3 views

Does anyone know how to express a ARMA model into a State Space format

Asked by Andrew Wileman on 10 Aug 2015

Computational Finance Econometrics Toolbox Conditional Mean Models

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answer

0 votes
3 views

How to fit an ARMA model with observation noise

Asked by AB on 29 Jul 2015

Latest activity Commented on by AB on 3 Aug 2015

Computational Finance Econometrics Toolbox Conditional Mean Models

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answers

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ARMAX noise matrix not positive definite

Asked by Luca Camosi on 13 Jul 2015

Control Systems System Identification Toolbox Linear Model Identification

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answer

0 votes
2 views

How to implement AR and ARMA model in data

Asked by Dimitris Psychas on 12 May 2015

Latest activity Commented on by Dimitris Psychas on 13 May 2015

Accepted Answer by Brendan Hamm

Computational Finance Econometrics Toolbox Conditional Mean Models

1

answer

0 votes
4 views

ARMA simulation and estimation

Asked by lily on 11 Apr 2015

Latest activity Answered by Hang Qian on 14 Apr 2015

Computational Finance Econometrics Toolbox Conditional Mean Models

1

answer

0 votes
6 views

ARMA-GARCH model and dummy variables MATLAB

Asked by Ali Akbar on 10 Apr 2015

Latest activity Commented on by Brendan Hamm on 13 Apr 2015

Computational Finance Econometrics Toolbox Conditional Variance Models

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Simulate two correlated time series data from 2 ARMA models

Asked by JiashenTeh on 5 Mar 2015

Latest activity Edited by JiashenTeh on 5 Mar 2015

Computational Finance Econometrics Toolbox Conditional Mean Models

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Is the any function in matlab for analysing nonstationary signals by means of TVAR, TVARMA?

Asked by Masoumeh on 9 Dec 2014

Computational Finance Econometrics Toolbox Conditional Mean Models

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answer

0 votes
5 views

What is the best way to fit the ARMA model?

Asked by Brian on 21 Oct 2014

Latest activity Answered by Roger Wohlwend on 22 Oct 2014

Computational Finance Econometrics Toolbox Conditional Mean Models

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answers

0 votes
1 view

Why is my armax model converging to 0?

Asked by Romeo on 28 Jul 2014

Latest activity Answered by Romeo on 28 Jul 2014

Accepted Answer by Roger Wohlwend

Computational Finance Econometrics Toolbox Conditional Mean Models

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answers

0 votes
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how to use arma to predict stock price

Asked by Xiang on 1 Jul 2014

Control Systems Model Predictive Control Toolbox

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How to create a loop for an arma forecast ?

Asked by Boris on 1 Apr 2014

Latest activity Answered by Boris on 1 Apr 2014

Sciences Physics Thermodynamics & Statistical Physics

2

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0 votes
14 views

WRONG FUNCTION? - Partial Autocorrelation (PACF) - parcorr greater than 1 (>1)

Asked by Bruno on 20 Mar 2014

Latest activity Answered by Rick on 21 Mar 2014

Computational Finance Econometrics Toolbox Conditional Mean Models

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answers

1 vote
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What is the YMSE tha forecast function computes?

Asked by Noul Ex on 20 Mar 2014

Computational Finance Econometrics Toolbox Conditional Mean Models

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0 votes
4 views

Out-of-Sample Forecasting of ARMA model - RMSE calculation via Econometrics Toolbox and System Identification Toolbox

Asked by DOSI TAO on 11 Dec 2013

Control Systems System Identification Toolbox Linear Model Identification

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0 votes
10 views

How do I model a time series in MATLAB using ARMA?

Asked by Saikath Bhattacharya on 30 Mar 2011

Latest activity Edited by John Kelly on 19 Nov 2013

Accepted Answer by Rajiv Singh

Signal Processing Signal Processing Toolbox Spectral Analysis Parametric Spectral Estimation

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Presample states for ARMA model, Question for function arima and simulate

Asked by Fio on 11 Nov 2013

Latest activity Answered by Shashank Prasanna on 11 Nov 2013

Computational Finance Econometrics Toolbox Conditional Mean Models

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answers

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help in neural networks and arma for forecasting

Asked by Niharika on 7 Nov 2013

Latest activity Commented on by Greg Heath on 7 Nov 2013

AI, Data Science, and Statistics Deep Learning Toolbox Sequence and Numeric Feature Data Workflows

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answer

0 votes
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Matlab 2010 ARMA model

Asked by Sam Da on 8 Oct 2013

Latest activity Answered by Wayne King on 8 Oct 2013

Accepted Answer by Wayne King

Control Systems System Identification Toolbox Linear Model Identification

2

answers

0 votes
0 views

Problem with ident GUI while predicting time-series

Asked by Vahid Bokharaie on 11 Jun 2013

Control Systems System Identification Toolbox Data Preparation Data Preparation Basics

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1 vote
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How to fit arma model to time series???

Asked by Chris Martin on 12 Apr 2013

Computational Finance Econometrics Toolbox Conditional Mean Models

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answers

0 votes
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Arma model, forecasting for winspeed

Asked by pritesh on 7 Mar 2013

Computational Finance Econometrics Toolbox Conditional Mean Models

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0 votes
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Help using "ecmlsrmle" or "ecmmvnrmle"

Asked by Thomas Matarazzo on 5 Oct 2012

Computational Finance Financial Toolbox

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Can I use "ecmlsrmle" or "ecmmvnrmle" to estimate ARMA parameters using EM algorithm and Maximum Likelihood with Missing Data?

Asked by Thomas Matarazzo on 25 Sep 2012

Control Systems System Identification Toolbox

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9 views

SVD-TLS-ARMA-Code

Asked by Coo Boo on 5 Sep 2012

Signal Processing Wavelet Toolbox Discrete Multiresolution Analysis

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2 views

Forecasting 1-step/10 steps ahead with ARMA(1,1) and GARCH(1,1)

Asked by Cheerful on 21 Jul 2012

Computational Finance Econometrics Toolbox Conditional Variance Models

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0 votes
1 view

ARMA model for temperature simulation

Asked by Peter on 20 Jun 2012

Control Systems System Identification Toolbox Linear Model Identification

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0 votes
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Moving-average polynomial 'MA' must be invertible.

Asked by John on 13 May 2012

Computational Finance Econometrics Toolbox Conditional Mean Models

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0 votes
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VARMAX model, vgxvarx, Covariance is not positive-definite.

Asked by Lukas on 13 Apr 2012

Computational Finance Econometrics Toolbox Conditional Mean Models

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answers

0 votes
2 views

regression serial correlation and ARMA

Asked by Cagdas Ozgenc on 28 Jan 2012

AI, Data Science, and Statistics Statistics and Machine Learning Toolbox Regression

1

answer

0 votes
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ARIMA Model - AR(4)AR(364) with MA(7) - too big for MATLAB - how to handle?

Asked by David on 13 Jan 2012

Computational Finance Econometrics Toolbox Conditional Mean Models

1

answer

0 votes
3 views

ARMA Spectral Estimation in MATLAB?

Asked by Bob Li on 10 Jan 2012

Accepted Answer by Wayne King

Signal Processing Signal Processing Toolbox Spectral Analysis Spectral Estimation

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Can we predict a future time series value using ARMA model?if so how?

Asked by Avinash on 11 Nov 2011

Sciences Chemistry

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1 vote
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Differences in Estimation - GARCHFIT and ARMAX

Asked by priscilla burity on 1 Nov 2011

Computational Finance Econometrics Toolbox Conditional Variance Models

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0 votes
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Calculating residuals with specific lags in ARMA/ARX etc

Asked by David on 27 Oct 2011

Control Systems System Identification Toolbox Nonlinear Model Identification Nonlinear ARX Models

Results 51 - 90 of 90