AIC for ARIMA

10 次查看（过去 30 天）
Marina
Marina 2012-5-2
Hi all. I am modeling a time series with ARIMA model, and I have to test th AIC creterion to know wich is the best model. aic(model), but what to put in place of "model"?
  3 个评论
显示 1更早的评论
Walter Roberson
Walter Roberson 2012-5-2
http://www.mathworks.com/matlabcentral/answers/29922-why-your-question-is-not-urgent-or-an-emergency
Marina
Marina 2012-5-2
I use ssytem identification toolbox

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Rajiv Singh
Rajiv Singh 2012-5-3
In System Identification Toolbox, use the armax command to generate a model. Suppose x represents your time series data: z = iddata(x,[]); model = armax(z,[na nc], 'IntegrateNoise', true)
The "IntegrateNoise" option is available in R2012a, but not before that. In older releases, you can do something like this: zd = iddata(diff(x),[]); model = armax(zd,[na nc]) model.a = conv([1 -1],model.a)
rajiv

类别

在 Help Center 和 File Exchange 中查找有关 Linear Model Identification 的更多信息

标签

产品

Community Treasure Hunt

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

Start Hunting!

Translated by