%% Specify a Regression Model with Nonseasonal ARIMA Errors
% Specify the following regression model with ARIMA(2,1,3) errors:
% \begin{array}{c}
% {y_t} = {u_t}\\
% (1 - {\phi _1}L - {\phi _2}{L^2})(1 - L){u_t} = (1 + {\theta _1}L + {\theta _2}{L^2} + {\theta _3}{L^3}){\varepsilon _t}.
% \end{array}

Mdl = regARIMA(2,1,3)

% The output displays the values of the properties P, D, and Q of Mdl. The corresponding autoregressive and moving average coefficients (contained in AR and MA) are cell arrays containing the correct number of NaN values. Note that P = p + D = 3, indicating that you need three presample observations to initialize the model for estimation.
% Copyright 2015 The MathWorks, Inc.