Fit model to data

Hi all.

How do I fit an estimated ARMA model to the actual data. For example, my estimated model is ARMA(2,0). Now, how do I run this model and compare (plot) it against the actual data?

Thanks in advance for any help.

Answer 1

[Shashank Prasanna]

Here are some examples:

http://www.mathworks.com/help/econ/arma-models.html

Click on the links below to see more examples on how to specify, estimate and simulate/forecast the model