AR:Autoregressive Estimation Model

Hi Dear
i am new to estimation modeling. i want to start from simple estimation model. i got a real data for time series of 18 values as mentioned below.i want to use Yule-Walker AR Estimator. i can get the [a,e] straight from a = aryule(x,p);[a,e] = aryule(x,p)or [a,e,k] = aryule(x,p), but i dont know how to further develop the programe and estimate next 11 values in time domain. my in put data is as following:

x=[0 0.3286 0.2775 0.1168 -0.0902 -0.2620 -0.3311 -0.2701 -0.1030 0.1049 0.2720 0.3328 0.2634 0.0908 -0.1176 -0.2804 -0.3340 -0.2575];

can i request some one to help/guide me in developing the programme, please.

kind regards

Naveed

Sign In or Register to comment.

Howdy, Stranger!

It looks like you're new here. If you want to get involved, click one of these buttons!

Categories