n=length(un); start=456; predict=zeros(n-start,1); predict2=zeros(n-start,1); beta=zeros(n-start,2); for i=1:n-start beta(i,:)=[ones(start+i-2,1) un(1:start+i-2,:)]\un(2:start+i-1,:); predict(i)=[1 un(start+i-1,:)]*beta(i,:)'; predict2(i)=un(start+i-1); end rmse=sqrt(sum((un(457:n,:)-predict).^2)/(n-start)); rmse2=sqrt(sum((un(457:n,:)-predict2).^2)/(n-start)); x=1:1:n-start; plot(x,predict,x,predict2,x,un(457:n,:)) legend('AR Forecast','RW Forecast', 'Actual'); title(['Comparing AR and RW Forecasts']); xlabel('Time') ylabel('%')