How to set up a ARMAX model with more than one exogenous time series?
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I am trying to forecast Y1 with using Y2 and Y3 as exogenous time series I have written the following code for one input, one output. How can I write it for two inputs (Y2 and Y3)?
tseries = iddata(Y1, Y2,1)
m1 = armax(tseries, [1 1 0 0])
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