%% MA Model with t Innovation Distribution
% This example shows how to specify an MA(q) model with a Student's t innovation distribution.
% Specify an MA(2) model with no constant term,
% {y_t} = {\varepsilon _t} + {\theta _1}{\varepsilon _{t - 1}} + {\theta _2}{\varepsilon _{t - 2}},
% where the innovation process follows a Student's t distribution with eight degrees of freedom.

tdist = struct('Name','t','DoF',8);
Mdl = arima('Constant',0,'MALags',1:2,'Distribution',tdist)

% The value of Distribution is a struct array with field Name equal to 't' and field DoF equal to 8. When you specify the degrees of freedom, they aren't estimated if you input the model to estimate.
% Copyright 2015 The MathWorks, Inc.