Estimate ARIMA model parameters (MATLAB2012a)

Hi,

I am trying to estimate the parameters of an ARIMA model by using the function fit = estimate(model,Y). However, I am getting the following error even when I am running the relevant example from the webpage

Index exceeds matrix dimensions.

Error in internal.econ.arma0 (line 162) d = covariance(Q+2:Q+P+1);

Error in arima/estimate (line 631) [AR0, MA0, constant, variance] = internal.econ.arma0(I(Y), LagOpAR0, LagOpMA0);

Any suggestions?

Thanks!

Answer 1

[Gabriel Rodriguez Rondon]

I kept getting this error as well. Took me a while, but I realized I had a function named autocorr in my current folder (shouldnt have given it the same name as an internal function) and this was being used intead of the original when running the garch and thus causing the issue.