Does MATLAB have functions to perform ARMA analysis on irregularly sampled time series data?
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I am seeking a toolkit to perform ARMA analysis on irregularly sampled time series data. This area of statistical analysis is often referred to as "continuous-time ARMA models". There are references to ARMA models within the online MATLAB documentation for traditional Box-Jenkins analysis of regular (sampled) time series data but not for irregularly sampled time series data.
Accepted Answer
MathWorks Support Team
on 25 Mar 2023
Edited: MathWorks Support Team
on 1 Apr 2023
0 votes
The ability to do ARMA analysis on irregularly sampled time series data is not available in MATLAB or its toolboxes.
The MATLAB Central File Exchange has user contributed MATLAB files that perform ARMA analysis on irregularly sampled time series data. These files can be accessed at the following webpage:
Note that MathWorks does not guarantee or warrant the use or content of submissions to MATLAB Central. Any questions, issues, or complaints should be directed to the contributing author.
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