Unrecognized function or variable 'arma'

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));
    end
end

After running the program, it shows the message:

"Unrecognized function or variable 'arma'."

What could be the cause of this problem?

Answer 1

[Dyuman Joshi]

Given the syntax used, arma is a function, but it is not an inbuilt function.

Do you have a function defined as arma? If yes, is it in the current directory? If no, well, then you need to define arma(), before using it.

[Walter Roberson]

Mathworks does not provide a function named arma. It has various ARMA related functions in the Econometrics toolbox and the System Identification toolbox, including a function named arima(), but none named arma()

[Michal Kalowski]

ok i changed to arima() functions but now i get Too many output arguments error. not quite, I know why as I also have 4 arguments in the input?

[Dyuman Joshi]

Which arima? There are 2 such functions arima and arima. Which one did you use? None of the these functions provide 4 outputs as used in the above code (and thus the error).

It seems that you have copied this code from somewhere, which used a user-defined function called arma, which was not provided with the code.

[Michal Kalowski]

thanks for the help