MATLAB: Are all coefficients of the seasonal ARIMA = 0 or NaN

arimacoefficientsnanoutput interpretationseasonal arima

Hello everyone!
I created a seasonal ARIMA model with the following code:
 % model = arima('Constant',0,'D',1,'Seasonality',24,'ARLags',3,'SARLags',3,'MALags',2,'SMALags',2); 
[fit,VarCov,LogL,info] = estimate(model,Y);
Now matlab gives me the following output:
      Parameter       Value          Error       Statistic 
    -----------   -----------   ------------   -----------
     Constant              0         Fixed          Fixed
        AR{3}     -0.0321142    0.00310401        -10.346
       SAR{3}     -0.0321142    0.00310401        -10.346
        MA{2}      -0.138189    0.00201315        -68.643
       SMA{2}      -0.138189    0.00201315        -68.643
     Variance       0.921722    0.00357711        257.672
When I try to retrieve the coefficients of my polynomials with for example
 % model.SAR
I only get zeros and NaN as coefficients. Does anyone know what the problem could be?
Thanks a lot!! I am very new to matlab, so help is greatly appreciated!!

Best Answer

The variable model specifies the model but it does not contain any values for the coefficients (except the constant). That is why you only get zeros and NaNs. The estimated model is the variable fit . You have to retrieve the coeffiencts from that variable.
SAR = fit.SAR
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