Find system order for armax, oe, bj, like arxstruct

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Marco
Marco 2014-2-15
编辑： Marco 2014-2-15
Hi, Using arxstruct command with
NN = struc(1:5,1:5,1);
and
nn = selstruc(V,0);
m = arx(z,nn);
matlab selects best model order for an ARX system, but I don't find a way to do it with other systems (ARMAX, OE, BJ). So I tried with for cycles like:
modARMAX = cell(5,5,5);
PE_armax = zeros(5,5,5);
nk = 0;
for na = 1:5
for nb = 1:5
for nc = 1:5
modARMAX{na,nb,nc} = armax(data, [na,nb,nc,nk]);
PE_armax(na,nb,nc)=fpe(modARMAX{na,nb,nc});
end
end
end
And then finding modARMAX cell element that minimizes PE_armax vector of final prediction errors, but when the system has many coefficients (like BJ) it becomes too slow. Is there a way to find right model like arxstruct command ?

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