ARIMA samae forecasts across horizons

14 Apr 2020
0 Answers
Updated 18 Nov 2022
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Why is it that I get the same forecasts for all forecasting horizons in MATLAB?
Mdl = arima('Constant',1,'AR',{0.3});
Mdl.Variance = 1
[Y,E]=simulate(Mdl,20);
Mdl1=arima(1,0,0);
e=estimate(Mdl1,Y);
forecast(e,10)
ans =
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642
1.3642

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Asked:

Shaoni Nandi
Shaoni Nandi
on 14 Apr 2020

Commented:

BN
BN
on 18 Nov 2022

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