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Thread Subject:
removing sequential dependencies with ARIMA

Subject: removing sequential dependencies with ARIMA

From: Suyash

Date: 18 Dec, 2012 21:39:09

Message: 1 of 2

Hello Everyone,

I am able to estimate the sequential dependencies in data with econometric toolbox, using ARIMA(1,0,0) model with a command
model=arima(1,0,0);
model=estimate(model,x); % where x is an array of data

once I do this, I am looking for predictions of sequential effects free data, so that when I estimate sequential effects on the predicted data with the same arima(1,0,0) model, the effects should be null. How do I do this?

Thanks so much!

S

Subject: removing sequential dependencies with ARIMA

From: Suyash

Date: 19 Dec, 2012 05:21:08

Message: 2 of 2

I wasn't clear, what I meant was i want to filter out the sequential dependencies from the vector I can put in, after estimating the ARIMA (1,0,0) model...

Thanks,

S

"Suyash" wrote in message <kaqnpt$jqc$1@newscl01ah.mathworks.com>...
> Hello Everyone,
>
> I am able to estimate the sequential dependencies in data with econometric toolbox, using ARIMA(1,0,0) model with a command
> model=arima(1,0,0);
> model=estimate(model,x); % where x is an array of data
>
> once I do this, I am looking for predictions of sequential effects free data, so that when I estimate sequential effects on the predicted data with the same arima(1,0,0) model, the effects should be null. How do I do this?
>
> Thanks so much!
>
> S

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