AR(p) of order 6 AutoRegression

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I am trying to write the following formula in matlab for autoregression: Yt = PYt-1 +...+ PYt-6 + Et (Et = random error defined as (0,1)) I know my weighted P values and I want the formula to be for order of 6. I'm new to Matlab and do have econometrics toolbox but unsure of how to write this properly, any help much appreciated.

Accepted Answer

Shashank Prasanna
Shashank Prasanna on 20 Mar 2014
Edited: Shashank Prasanna on 20 Mar 2014
mdl = arima('Constant',0.05,'AR',{0.1,0.2,0.3,0.4,-0.5,-0.6})
Assuming those are your PY values.
Please check the documentation for examples and other information:

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