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This project forked from kuohaojun/arma
使用代码前请先阅读readme.txt
代码运行环境: MATLAB2019a 常见问题: 使用MATLAB2018及以下版本时,调用forecast时会报错:“需要字符串标量或字符向量形式的参数名称。” 解决方法: 例如ARMS_Forecast第68行,修改为Predict_dlogY(i+1) = forecast(EstMdl,1,'Y0',aimY(1:i));即可 代码说明: ARMA_Forecast和ARMA_Order_Select是1组,用了log和差分,再还原 ARMA_Forecast_Diff和ARMA_Order_Select_Diff是1组,只取了差分,没有用还原 20190919 1.删除了info_val.m文件,改用MATLAB自带的aicbic函数作为计算aic和bic的值的依据。 2.求差分时改用了diff函数,对应修改了一些转置变换 3.删掉了未用到的Options 4.获取到AR,MA的定阶值后,不应+1
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