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AIC bands in accordance with statutory order recursive algorithm procedures in a...

于 2023-05-08 发布 文件大小:12.81 kB
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AIC频段按照法定顺序递归算法程序按照顺序递归算法进行了估计,然后利用下面的方程确定残差方差的估计值:从AIC的计算结果类型:找到模型结果中最小的AIC(阶数和参数)是估计模型。源代码:aic2.dsw。结果存储在:数据.txt. 通过输出数据,我们可以看出当k1=5时AIC的最小值。因此,最终确定顺序为5,检查结果为参数为:-1.18394,0.813938,-0.518174,0.348744,-0.116818,1.07998,-0.74386,0.475444,-0.253022,0.122781,以确定最小AIC值:AIC=--8981.58,以5:00为顺序出现。

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