MATLAB的ARMA时间序列代码

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function [yhat , se ] = arimapred(y,phi,theta,d,mu,sa2,l)
% ARIMAPRED(Y,PHI,THETA,D,MU,SA2,L) Forecast ARIMA process
% INPUTS: 输入
% y = observed data; n by 1 y为观测数据：1-n
% phi = vector of AR coefficients; p by 1 回归系数向量
% theta = vector of MA coefficients; q by 1
% d = order of differencing; 1 by 1 integer
% mu = mean of d times differenced y process; 1 by 1
% sa2 = variance of "shocks"; 1 by 1 and positive
% l = forecast lead time; 1 by 1 positive integer
% OUTPUTS:
% yhat = point forecasts; l by ...

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关键词：MATLAB atlab matla 时间序列 ARMA