Is there a function which calculates an AR(p), MA(q), ARIMA(p,q) process in MATLAB which is free. I know of Econometrics toolbox, but I have to pay for that. Is there a way to get around that?
2026-04-06 00:46:37.1775436397
Matlab Time Series (AR, MA, ARIMA)
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Judging from this file exchange submission, it is possible.
Though the regular method recommends you to use the Econometrics toolbox, this allows you to do it with just the statistics toolbox.
http://www.mathworks.com/matlabcentral/fileexchange/25611-arfima-simulations/content/ARFIMA_SIM.m