How can i use aic to regression model and time series models matlab R2006a ?
3 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
arkedia
le 24 Oct 2013
Réponse apportée : Shashank Prasanna
le 24 Oct 2013
How can i use AIC and BIC to regression model and time series models (without garchfit) using matlab R2006a, I tried to use aic function to regression model but it turn undefined command aic message.
0 commentaires
Réponse acceptée
Shashank Prasanna
le 24 Oct 2013
AICBIC function is available in the Econometrics Toolbox:
If you don't have the toolbox you won't be able to call the function. However if you know what the likelihood then AIC is is:
AIC = 2k - 2*ln(L)
To check what toolboxes you have installed run:
>> ver
0 commentaires
Plus de réponses (0)
Voir également
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!