arima object failed to initialize.

Mdl = arima(2,0,0)

Mdl = 

      ARIMA(2,0,0) Model:
      --------------------
      Distribution: Name = 'Gaussian'
                 P: 2
                 D: 0
                 Q: 0
          Constant: NaN
                AR: {NaN NaN} at Lags [1 2]
               SAR: {}
                MA: {}
               SMA: {}
          Variance: NaN
  >> Mdl.AR  = {0.8,-0.4}
  Index exceeds matrix dimensions.

>> Mdl.Distribution = 't'
Index exceeds matrix dimensions.

>> Mdl.Distribution = struct('Name','t','DoF',8)
Index exceeds matrix dimensions.

>> Mdl.Beta=[0.2 4]
Index exceeds matrix dimensions.

[Walter Roberson]

When I test in my R2016a installation, all of the commands you show work fine.

Which release are you using?

Answer 1

[Hang Qian]

The properties of the ARIMA object can be reset by users. These codes should work. If not, the function might be corrupted. For example, some internal functions are overloaded by user-supplied functions. Check the files on your MATLAB path. The worst case is to reinstall the software.