find ar oder using aic

2 Mar 2013

1 Answer

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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

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Wayne King on 2 Mar 2013

do you have the System Identification Toolbox?

dav on 2 Mar 2013

yes, I do.

Wayne King on 2 Mar 2013

1 vote

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

dav on 2 Mar 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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