Hi all,
I am new in matlab and I am trying to create a simple ARMA(q,p) model which will predict a value 1 day ahead. I have a stock daily prices(QQQ) and my code is below.
pr=price2ret(QQQ);
model=armax(pr(1:end-150),[1 2]);
y = predict(model,pr);
plot(pr(151:end),y(151:end));
If I run this code it will give me a idpoly model(model) and a double (1x1 cell) for y variable with an Error
Error using ==> plot
Conversion to double from cell is not possible.
I will really appreciate if someone could assist me on this error and give me an insight how can I compile this error in order to be able to plot a chart with y or to compare the model with the actual report
I had tried to use the compare function but it is also give me an error.
There is a very similar example at mathworks in the following link:
http://www.mathworks.co.uk/help/toolbox/ident/ref/predict.html (http://www.mathworks.co.uk/help/toolbox/ident/ref/predict.html)
Thanks in advance
