Home How to obtain standard errors of arima estimate in matlab
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How to obtain standard errors of arima estimate in matlab

user392
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user392 Published in April 24, 2018, 6:22 am

When executing the following code the command window will display the estimated parameters + standard errors. The coefficients can be obtained from EstMdl but I cannot find a way to obtain the shown standard errors. Maye someone can help me out - Thanks in advance!

Mdl= arima('ARLags',1,'SARLags',12);
[EstMdl,EstSE,logL,info] = estimate(Mdl,data)
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