MATLAB: Finding best value for ARIMA (p,d,q) model

arimaoptimum

function ar = checkarma(y,pp,dd,qq)
LOGL = zeros(pp+1,dd+1,qq+1);
PQ = zeros(pp+1,dd+1,qq+1);
for p = 1:pp+1
    for d = 1:dd+1
    for q = 1:qq+1
        
        mod = arima(p-1,d-1,q-1)
        [fit,~,logL] = estimate(mod,y,'print',false);
        LOGL(p,d,q) = logL;
        PQ(p,d,q) = p+d+q;
    end
    end
end
LOGL = reshape(LOGL,(pp+1)*(qq+1)*(dd+1),1);
PQ = reshape(PQ,(pp+1)*(qq+1)*(dd+1),1);
[~,bic] = aicbic(LOGL,PQ+1,100);
ar = reshape(bic,pp+1,qq+1,dd+1);
Sir, i have a univariate time-series y having 10 values and i want to estimate optimum (p,d,q) values for ARIMA model…. it is giving error 'print is not a recongnized parameter'.

Best Answer

The estimate function doesn't have "print" as a Name-Value pair argument.
Instead, you can use something like this to turn off displaying the result from the function:
[fit, ~, logL] = estimate(mod, y, 'Display', 'off');
Hope this helps!
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