Forecasting with an AR(8) model
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Hi, I am totally newly in Matlab and I have a question.
I have a time series and I want to apply an AR(8) model to forecast the next 12 observations.
I dont think that I could understand/follow the Mathworks instructions.
Shashank Prasanna on 9 Jul 2014
Have you seen the doc already? If you haven't here's the link to ARIMA models:
You can estimate your AR coefficients from data and then use the model to forecast. Give it a try and if you have specific question let us know.