find ar oder using aic
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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
回答(1 个)
Wayne King
2013-3-2
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
另请参阅
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