Unrecognized function or variable 'arma'
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Michal Kalowski on 26 Apr 2023
A code snippet:
% Input data
X = dY;
% BIC cost for different combinations of p and q
bic = zeros(2,2);
for p = 1:2
for q = 1:2
[theta,~,logl,~] = arma(X,p,q,0);
k = (p+q+1)*numel(X);
bic(p,q) = -2*logl + k*log(numel(X));
After running the program, it shows the message:
"Unrecognized function or variable 'arma'."
What could be the cause of this problem?