Errors when defining 'X' variable in ARIMAX specification in matlab

I am running the following code:
mdl1 = arima(1,1,1);
Model1 = estimate(mdl1,drate);
Model2 = estimate(mdl1,drate,'X',dcpi)
I get results with Model1, but with Model2 keeps returning this error:
Argument 'X' did not match any valid parameter of the parser.
I'm fairly new to Matlab, but am trying to use the manuals on the website to no avail. Any ideas why I'm getting this error? Thanks!

Answers (1)

What version of MATLAB are you using? That optional input was added in R2013a.
If you are using R2013a or newer, please tell us the structure of dcpi. Is it a matrix of predictor data?

1 Comment

Ah. Interesting. The version of Matlab I am using is R2012b. And yes, dcpi is a vector of the differenced inflation index series. Is there any code specification I can use in R2012b to specify an ARIMAX model?

This question is closed.

Asked:

on 2 Dec 2013

Closed:

on 20 Aug 2021

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