How can i apply AIC to all possible lags in a moving average time series model with 10 lags?

2 次查看（过去 30 天）
arkedia
arkedia 2014-7-4
编辑： Image Analyst 2014-7-5
I have a moving average time series model with 10 lags. I want to make a simulation to apply subset AIC (Akaike information criterion) to choose the correct lags. What is the MATLAB code to do that?

请先登录，再回答此问题。

回答（1 个）

Image Analyst
Image Analyst 2014-7-4
What is an "AIC" and what is a "lage"? What toolboxes does this apply to? List them in the Products box above.
Have you looked at conv() or smooth()?

类别

在 Help Center 和 File Exchange 中查找有关 Biotech and Pharmaceutical 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by