ARIMA model as Box-Jenkins model
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Hi, I have to forecast some value of a time series using an ARIMA(5,1,3) model.
I saw in Matlab there isn't a function for ARIMA models because ARIMA models are a type of Box-Jenkins models. But how to set parameters?
In the Box-Jenkins models
m = bj(data,[nb nc nd nf nk])
How to set nb, nc, nd, nf and nk in order to have an ARIMA(p,d,q) model?
Thanks
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