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

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arkedia 2014-7-4

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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?

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Image Analyst 2014-7-4

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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()?

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arkedia 2014-7-5

AIC is Akaike information criterion and lag is moving average time series order

Image Analyst 2014-7-5

OK. I'll correct the spelling from "lage" in your post.

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

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

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