find ar oder using aic

1 Ansicht (letzte 30 Tage)
dav
dav am 2 Mär. 2013
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
  2 Kommentare
Wayne King
Wayne King am 2 Mär. 2013
do you have the System Identification Toolbox?
dav
dav am 2 Mär. 2013
yes, I do.

Melden Sie sich an, um zu kommentieren.

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (1)

Wayne King
Wayne King am 2 Mär. 2013
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
  1 Kommentar
dav
dav am 2 Mär. 2013
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?

Melden Sie sich an, um zu kommentieren.

Kategorien

Mehr zu Linear Model Identification finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by