doarima
于 2013-04-18 发布
文件大小:2KB
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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
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