find ar oder using aic

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dav
dav el 2 de Mzo. de 2013
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
  2 comentarios
Wayne King
Wayne King el 2 de Mzo. de 2013
do you have the System Identification Toolbox?
dav
dav el 2 de Mzo. de 2013
yes, I do.

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Respuestas (1)

Wayne King
Wayne King el 2 de Mzo. de 2013
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
  1 comentario
dav
dav el 2 de Mzo. de 2013
thank yo for your input. Actually i have to use this inside a loop. so i need a function that does this automatically and calculate the best order.
can you help me with it please?

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