How can i use aic to regression model and time series models matlab R2006a ?

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arkedia
arkedia 2013-10-24
回答： Shashank Prasanna 2013-10-24
How can i use AIC and BIC to regression model and time series models (without garchfit) using matlab R2006a, I tried to use aic function to regression model but it turn undefined command aic message.

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Shashank Prasanna
Shashank Prasanna 2013-10-24
AICBIC function is available in the Econometrics Toolbox:
http://www.mathworks.com/help/econ/aicbic.html
If you don't have the toolbox you won't be able to call the function. However if you know what the likelihood then AIC is is:
AIC = 2k - 2*ln(L)
http://en.wikipedia.org/wiki/Akaike_information_criterion
To check what toolboxes you have installed run:
>> ver

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