%% Specify the Innovation Distribution
% The property Distribution in a model stores the distribution name (and degrees of freedom for the t distribution). The data type of Distribution is a struct array. For a Gaussian innovation distribution, the data structure has only one field: Name. For a Student's t distribution, the data structure must have two fields:
% Name, with value 't'
% DoF, with a scalar value larger than two (NaN is the default value)
% If the innovation distribution is Gaussian, you do not need to assign a value to Distribution. arima creates the required data structure.
% To illustrate, consider specifying an MA(2) model with an iid Gaussian innovation process:

Mdl = arima(0,0,2)

% The model output shows that Distribution is a struct array with one field, Name, with the value 'Gaussian'.
% When specifying a Student's t innovation distribution, you can specify the distribution with either unknown or known degrees of freedom. If the degrees of freedom are unknown, you can simply assign Distribution the value 't'. By default, the property Distribution has a data structure with field Name equal to 't', and field DoF equal to NaN. When you input the model to estimate, the degrees of freedom are estimated along with any other unknown model parameters.
%
% For example, specify an MA(2) model with an iid Student's t innovation distribution, with unknown degrees of freedom:

Mdl = arima('MALags',1:2,'Distribution','t')

% The output shows that Distribution is a data structure with two fields. Field Name has the value 't', and field DoF has the value NaN.
% If the degrees of freedom are known, and you want to set an equality constraint, assign a struct array to Distribution with fields Name and DoF. In this case, if the model is input to estimate, the degrees of freedom won't be estimated (the equality constraint is upheld).
%
% Specify an MA(2) model with an iid Student's t innovation process with eight degrees of freedom:

Mdl = arima('MALags',1:2,'Distribution',struct('Name','t','DoF',8))

% The output shows the specified innovation distribution.
% Copyright 2015 The MathWorks, Inc.