%% ARMA Error Model Without an Intercept
% This example shows how to specify a regression model with ARMA errors without a regression intercept.
% Specify the default regression model with ARMA(3,2) errors:
% \begin{array}{l}{y_t} = {X_t}\beta  + {u_t}\\{u_t} = {a_1}{u_{t - 1}} + {a_2}{u_{t - 2}} + {a_3}{u_{t - 3}} + {\varepsilon _t} + {b_1}{\varepsilon _{t - 1}} + {b_2}{\varepsilon _{t - 2}}.\end{array}

Mdl = regARIMA('ARLags',1:3,'MALags',1:2,'Intercept',0)

% The software sets Intercept to 0, but all other parameters in Mdl are NaN values by default.
% Since Intercept is not a NaN, it is an equality constraint during estimation. In other words, if you pass Mdl and data into estimate, then estimate sets Intercept to 0 during estimation.
% You can modify the properties of Mdl using dot notation.
% Copyright 2015 The MathWorks, Inc.