MATLAB: Matlab 2010 ARMA model

armamatlab 2010System Identification Toolbox

I have Matlab 2010 running on my work machine. I can see functions to fit AR model.

(1) Is there any function or package to fit ARMA model knowing the lags? (2) Is there any function of package to fit MA model knowing the lags?

Thanks

Best Answer

Do you have the System Identification Toolbox? There is armax() in R2010.

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Hello Oliver,

It looks like this functionality isn't currently available. I work for the MathWorks and will share your request with the team so that they may consider making improvements to the product in the future.

Thanks!

Best Answer

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