Matlab AR command for creating the model of predicting kstep ahead prediction

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I want to use AR model as a predictor, and for that matlab AR function is used.But there is problem, this function only has the ability to create model for predicting one step ahead directly and for other steps it predicts recursively. If I can use my own pairs of input and output and use the AR it will be solved,but it is not possible for AR function in matlab, because it is capable to have only the time series as an input. IS there any way for solving this problem? Thanks in advance for your suggestions.

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Shashank Prasanna
Shashank Prasanna el 16 de Jul. de 2014
Maybe you are looking for ARX (autoregressive with exogenous inputs). You can fit an ARX model using either the Econometrics or the System Id Toolbox:
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lily
lily el 20 de Jul. de 2014
You are right. My problem has been solved. Thanks a lot for your help.
Elias Pergantis
Elias Pergantis el 14 de Nov. de 2023
What was the solution for this? Can you provide some code?

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