find ar oder using aic

I have a data set y. I need to find the best ar order using AIC.

Can some one help me with the code please?

thanks

[Wayne King]

do you have the System Identification Toolbox?

[dav]

yes, I do.

Answer 1

[Wayne King]

You can use aic() in the System Identification Toolbox.

The steps:

-- Create models for given AR orders using arx()

-- Use aic() on the models to compare

[dav]

thank yo for your input. Actually i have to use this inside a loop. so i need a function that does this automatically and calculate the best order.

can you help me with it please?