搜索资源列表
ARMA
- 确定时间序列中的阶数的FPE或AIC准则的matlab代码。-Determine the order of time for the FPE or AIC criterion by matlab.
arma
- 用matlab 根据AIC准则确定arma模型阶数。-Matlab AIC criterion according to determine the arma model order number.
AICBIC
- 对于ARMA模型定阶方法AIC BIC的matlab程序，非常实用-For the ARMA model order methods AIC BIC matlab procedures, very practical
ztest03
- 时间序列分析的MATLAB程序，使用AIC准则确定最优ARMA(P,Q)模型，输出预测数据。-MATLAB program time series analysis, the use of AIC criterion to determine the optimal ARMA (P, Q) model output forecast data.
ARMA
- ARMA模型：用AIC方法定阶，以及模型参数识别。(ARMA model: the order of the AIC method, and the parameter identification of the model.)