Dear Experts,

I would like to convert ARMAX model of idploy form to classical time series equation as given below.

_y(t)=[a1 a2 …. an]*[y(t−1)+y(t-2)+…+y(t−n)] + [b1 b2 …. bn]*[u(t−1)+u(t-2)+…+u(t−n)] + [c1 c2 …. cn]*[e(t−1)+e(t-2)+…+e(t−n)] + e(t)_

As idploy provides a1…an, b1….bn and c1… cn, please let me know how to generate e(t−1), e(t-2),…,e(t−n)],e(t) terms

Thanking you in advance,

Kind Regards,
KushanDear Experts,

I would like to convert ARMAX model of idploy form to classical time series equation as given below.

_y(t)=[a1 a2 …. an]*[y(t−1)+y(t-2)+…+y(t−n)] + [b1 b2 …. bn]*[u(t−1)+u(t-2)+…+u(t−n)] + [c1 c2 …. cn]*[e(t−1)+e(t-2)+…+e(t−n)] + e(t)_

As idploy provides a1…an, b1….bn and c1… cn, please let me know how to generate e(t−1), e(t-2),…,e(t−n)],e(t) terms

Thanking you in advance,

Kind Regards,
Kushan Dear Experts,

I would like to convert ARMAX model of idploy form to classical time series equation as given below.

_y(t)=[a1 a2 …. an]*[y(t−1)+y(t-2)+…+y(t−n)] + [b1 b2 …. bn]*[u(t−1)+u(t-2)+…+u(t−n)] + [c1 c2 …. cn]*[e(t−1)+e(t-2)+…+e(t−n)] + e(t)_

As idploy provides a1…an, b1….bn and c1… cn, please let me know how to generate e(t−1), e(t-2),…,e(t−n)],e(t) terms

Thanking you in advance,

Kind Regards,
Kushan armax, idploy, white noise, time series MATLAB Answers — New Questions

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