Perhaps you are confused....this is R-help....
that said, it's very easy with
forecast:::forecast.Arima
in R
Michael
On Wed, Jan 4, 2012 at 8:38 AM, Antonio Tirri <antonio.tirri at gmail.com>
wrote:> Hi, I have to forecast some value of a time series using an ARIMA(5,1,3)
> model.
>
> I saw in Matlab there isn't a function for ARIMA models because ARIMA
> models are a type of Box-Jenkins models. But how to set parameters?
>
> In the Box-Jenkins models
>
> ?m = bj(data,[nb nc nd nf nk])
>
> How to set nb, nc, nd, nf and nk in order to have an ARIMA(p,d,q) model?
>
> Thanks
>
> ? ? ? ?[[alternative HTML version deleted]]
>
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