%% ARMA Model with Known Parameter Values
% This example shows how to specify an ARMA(p, q) model with known parameter values. You can use such a fully specified model as an input to simulate or forecast.
% Specify the ARMA(1,1) model
% {y_t} = 0.3 + 0.7\phi {y_{t - 1}} + {\varepsilon _t} + 0.4{\varepsilon _{t - 1}},
% where the innovation distribution is Student's t with 8 degrees of freedom, and constant variance 0.15.

tdist = struct('Name','t','DoF',8);
Mdl = arima('Constant',0.3,'AR',0.7,'MA',0.4,...
    'Distribution',tdist,'Variance',0.15)

% All parameter values are specified, that is, no object property is NaN-valued.
% Copyright 2015 The MathWorks, Inc.