MATLAB: ARMA Spectral Estimation in MATLAB

Question

Hi

For spectral estimation, does Matlab include any implementation of ARMA model? http://en.wikipedia.org/wiki/Autoregressive–moving-average_model#Implementations_in_statistics_packages suggests Matlab has only AR function, and I can only find a function armax() in Matlab help. In the 1st line of this help, the function is described as “Estimate parameters of ARMAX or ARMA model”. So is this also applicable to ARMA models?

Bob

Answer 1

Hi Bob, You can use armax to estimate the parameters of an ARMA model, by just specifying the 'na' and 'nc' inputs to the model.

For example:

m = armax(data,'na',3,'nc',4);