%% ARIMA Model with Known Parameter Values
% This example shows how to specify an ARIMA(p, D, q) model with known parameter values. You can use such a fully specified model as an input to simulate or forecast.
% Specify the ARIMA(2,1,1) model
% \Delta {y_t} = 0.4 + 0.8\Delta {y_{t - 1}} - 0.3\Delta {y_{t - 2}} + {\varepsilon _t} + 0.5{\varepsilon _{t - 1}},
% where the innovation distribution is Student's t with 10 degrees of freedom, and constant variance 0.15.

tdist = struct('Name','t','DoF',10);
Mdl = arima('Constant',0.4,'AR',{0.8,-0.3},'MA',0.5,...
    'D',1,'Distribution',tdist,'Variance',0.15)

% The name-value pair argument D specifies the degree of nonseasonal integration (D).
% All parameter values are specified, that is, no object property is NaN-valued.
% Copyright 2015 The MathWorks, Inc.