Constrained ARIMA parameter estimation
3 views (last 30 days)
Show older comments
Hello!
How do I estimate the parameters of ARIMA model with lower bounds on the parameters (constrained optimization)? I'm currently using the following built-in functions: arima and estimate. I tried optimoptions function but it does not specify the bounds. Any advice is appreciated!
Thank you!
0 Comments
Answers (0)
See Also
Categories
Find more on Conditional Mean Models in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!