arima_to_latex.m

%% Create a LaTeX table for the parameters of an ARIMA Model
clc

disp('\begin{table}[h]\footnotesize');
disp('  \begin{center}');
disp(['  \caption{Parameters of model (???) along with their '...
         'standard error and t-statistic.}']);
disp('  \vspace{0.2cm}');
disp('  \begin{tabular}{|c|c|c|c|}');
disp('\hline');
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{Parameter}}&');
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{Value}}&');
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{St. Error}}&');
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{t-statistic}} \\');
disp('\hline');

errors = sqrt(diag(mdl.VarCov));

% Autoregressive (\phi)
for i=1:length(mdl.arLags)
    x=mdl.fit.AR(mdl.arLags(i));
    disp(['$\phi_{' num2str(mdl.arLags(i)) '}$ & $' num2str(x{1})  '$'...
        ' & $' num2str(errors(1+i))  '$ & $' num2str(x{1}/errors(1+i)) '$ \\']);
end

% Seasonal Autoregressive (\Phi)
for i=1:length(mdl.sarLags)
    x=mdl.fit.SAR(mdl.sarLags(i));
    paramErr = errors(length(mdl.arLags)+i);
    disp([ '$\Phi_{' num2str(mdl.sarLags(i)) '}$ & $' ...
        num2str(x{1}) '$ & $' num2str(paramErr) ...
        '$ & $' num2str(x{1}/paramErr) '$ \\'])
end

% Moving Average (\psi)
for i=1:length(mdl.maLags)    
    x=mdl.fit.MA(mdl.maLags(i));
    j=i+length(mdl.arLags) + length(mdl.sarLags)+1;
    disp(['$\psi_{' num2str(mdl.maLags(i)) '}$ & $' num2str(x{1}) '$'  ...
        ' & $' num2str(errors(j))  '$ & $' num2str(x{1}/errors(j)) '$ \\']);
end

% Seasonal Moving Average
% Moving Average (\psi)
for i=1:length(mdl.smaLags)    
    x=mdl.fit.SMA(mdl.maLags(i));
    j=j+1;
    disp(['$\Psi_{' num2str(mdl.maLags(i)) '}$ & $' num2str(x{1})  '$'...
        ' & $' num2str(errors(j))  '$ & $' num2str(x{1}/errors(j)) '$ \\']);
end

% Variance:
disp(['$\sigma_\alpha^2$ & $' num2str(mdl.fit.Variance) '$ & $'...
    num2str(errors(end)) '$'...
    ' & $' num2str(mdl.fit.Variance/errors(end)) '$ \\']);
disp('\hline');

disp('\end{tabular}');
disp('\end{center}');
disp('\end{table}');