%% Modify Model Object
% Create the AR(3) model represented by this equation:
% {y_t} = 0.05 + 0.6{y_{t - 1}} + 0.2{y_{t - 2}} - 0.1{y_{t - 3}} +
% {\varepsilon _t},
% where \varepsilon_{t} is a series of iid Gaussian random variables with mean 0 and variance 0.01.

Mdl = arima('Constant',0.05,'AR',{0.6,0.2,-0.1},'Variance',0.01)

%
% Add a nonseasonal MA term at lag 2 with coefficient 0.2. Then, display the MA property.

Mdl.MA = {0 0.2}
Mdl.MA

% In the model display, lags indicates the lags to which the corresponding coefficients are associated. Although MATLAB® removes zero-valued coefficients from the display, the properties storing coefficients preserve them.
%
% Change the model constant to 1.

Mdl.Constant = 1

% Copyright 2019 The MathWorks, Inc.