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ARMA 模型最大似然估计matlab例程
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ARMA 模型最大似然估计matlab例程
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The ARMA (Autoregressive-Moving Average) model is a popular time series analysis tool used to predict future values of a variable based on its past performance. The model is estimated using the maximum likelihood method, which involves finding the parameter values that maximize the likelihood function of the observed data. In this case, a MATLAB example routine is provided to demonstrate how to perform maximum likelihood estimation for ARMA models. By studying this example, one can gain a better understanding of how to apply ARMA models to real-world data and make more accurate predictions.
