i need to modify the standard AR(2) model using two inputs data. I would fit the model as:
Y(t) = a0 + a1Y(t-1) + a2Y(t-2) + a3X(t-1) + e(t)
Y(t) e X(t): input time-series
a0,a1,a2,a3: coefficients to be estimated
e(t): error term
How can i fix my problem with matlab's scripting?
Can you help me please?