How can i apply AIC to all possible lags in a moving average time series model with 10 lags?
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I have a moving average time series model with 10 lags. I want to make a simulation to apply subset AIC (Akaike information criterion) to choose the correct lags. What is the MATLAB code to do that?
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Image Analyst
2014 年 7 月 4 日
What is an "AIC" and what is a "lage"? What toolboxes does this apply to? List them in the Products box above.
Have you looked at conv() or smooth()?
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