Forecasting ARMA process in matlab. An error message -


i beginner user in matlab , encountered problem while trying forecast values 1 step ahead in future. highly appreciated.

i have arma(1,0,1) process , forecast returns 1 step ahead. 

mdl=arima(1,0,1) estmdl=estimate(mdl,returns);

i tried use function

[y,ymse] = forecast(mdl,1)

but result error message:

  error using arima/forecast (line 273)     additive constant must specified

maybe give me idea wrong here?

thank in advance!

having quick @ this, think problem number of inputs forecast. need specify previous values.

type doc forecast in command line in matlab , examples...


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