Builds dynamic models of the univariate or multivariate (vector) time series. You can specify the model orders automatically or manually when building models.


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Dialog Box Options

Inputs/Outputs

  • cmsdt.png Xt —

    Specifies the time series. Xt is available only when you select From terminal in Data Source.

  • cerrcodeclst.png error in (no error) —

    Describes error conditions that occur before this node runs.

  • cpath.png File path —

    Specifies the file path of the data you want to load. This input is available only when you select the From file option in the Data Source section.

  • ierrcodeclst.png error out —

    Contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces.

  • i1dcclst.png MA coefficients of MC —

    Returns the estimated MA coefficients. This output is available only when you select MA or ARMA in Type.

  • i2ddbl.png —

  • imsdt.png noise —

    Returns the estimated white noise series of the system model.

  • i1ddbl.png MA coefficients of SC —

    Returns the estimated MA coefficients. This output is available only when you select MA or ARMA in Type.

  • i1dcclst.png AR coefficients of MC —

    Returns the estimated AR coefficients. This output is available only when you select AR or ARMA in Type.

  • i2ddbl.png —

  • i1ddbl.png AR coefficients —

    Returns the estimated AR coefficients. This output is available only when you select AR or ARMA in Type.