%% Specify an ARIMAX Model
% Specify an ARIMAX model with one or more regression coefficients corresponding to predictor data.
% Specify the ARIMAX(1,1,1) model,
% (1 - 0.2L){(1 - L)^1}{y_t} = 0.5{x_t} + (1 + 0.3L){\varepsilon _t}
% using arima.

Mdl = arima('AR',0.2,'D',1,'MA',0.3,'Beta',0.5)

% In the output, the property P is sum of the AR lags and degree of nonseasonal integration p + D = 2.
%
% Modify this ARIMAX(1,1,1) model by adding two more regression coefficients,

 Mdl.Beta=[0.5,4,-0.6]

% Copyright 2015 The MathWorks, Inc.