Simulate ARMA process in matlab

Question

I am trying to simulate a time series process using Matlab. For example, let's see the following example: http://www.mathworks.com/help/econ/arima.print.html

When I run following code

model = arima(1,0,1);
[fit,VarCov] = estimate(model,Y,'print',false);

I get the following error:

??? Undefined function or method 'arima' for input arguments of type 'double'.

Does Matlab contain functions for Matlab? Can I calculate different functions,like calculate autocorrelation or autocovariance at different lag? Or estimate ARMA parameters?

Answer 1

You need to make sure that you have a license and code for the Econometrics Toolbox before using that function. MATLAB has annoying license requirements for both the main software and its various toolboxes :(

But, you may be able to find some public code that can do the same thing. Check out http://www.mathtools.net/