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doarima

于 2013-04-18 发布文件大小:2KB

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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.

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doarima.m,5671,2013-04-18

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