help with aic and bic

2 Ansichten (letzte 30 Tage)

Ältere Kommentare anzeigen

dav am 18 Nov. 2014

0
Verknüpfen

Direkter Link zu dieser Frage

https://de.mathworks.com/matlabcentral/answers/163227-help-with-aic-and-bic

Kommentiert: Adam am 18 Nov. 2014

In MATLAB Online öffnen

Hello,

I am using the following code to find the order of an autoregressive(AR) process.

But I got same answers for both AIC and BIC. Is there anything wrong?

ptest = arxstruc(xt(1:T/2), xt((T/2)+1:T), pmaxvec);
arorder_aic  = selstruc(ptest,'AIC');    % estimated AR order - p hat (by aic criterion)
arorder_bic  = selstruc(ptest,'BIC');

Thanks

1 Kommentar
-1 ältere Kommentare anzeigen-1 ältere Kommentare ausblenden

Adam am 18 Nov. 2014

Do you expect the order to be different for the inputs you gave?

Are you actually getting the AIC and BIC evaluations out or just the ordering resulting from these? The latter may quite conceivably be the same despite the former being different for some inputs.

Melden Sie sich an, um zu kommentieren.

Melden Sie sich an, um diese Frage zu beantworten.