doarima
代码说明:
doarima.m MATLAB script to do an ARIMA(p,d,q) analysis where d is set but P and q can be vectors of values you want to try. It produces AIC and FPE (final prediction error) values for comparing models. The AIC is different than the one computed by S+, but they both minimize on the same model for the arma22.dat simulated data.
文件列表:
doarima.m,5671,2013-04-18
下载说明:请别用迅雷下载,失败请重下,重下不扣分!