这个函数computes Sarma multiplicative(p,q)或X(p,q)模型的我要分享

This functions computes SARMA or multiplicative (p

matlab 模型 函数 这个

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开发平台: matlab

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代码描述

中文说明:This functions computes SARMA or multiplicative (p,q) x (P,Q) models for (p,q,P,Q) in (pvec x qvec x Pvec x Qvec) it returns the best according to AIC where AIC has been modified to account for fixed parameters x = input data pvec = vector of p s set pvec=[0] for no AR qvec = vector of q s set qvec=0[] for no MA Pvec = vector of P s Qvec = vector of Q s T period for multiplicative model -This functions computes SARMA or multiplicative (p,q) x (P,Q) models for (p,q,P,Q) in (pvec x qvec x Pvec x Qvec) it returns the best according to AIC where AIC has been modified to account for fixed parameters x = input data pvec = vector of p s set pvec=[0] for no AR qvec = vector of q s set qvec=0[] for no MA Pvec = vector of P s Qvec = vector of Q s T period for multiplicative model


English Description:

This functions computes SARMA or multiplicative (p,q) x (P,Q) models for (p,q,P,Q) in (pvec x qvec x Pvec x Qvec) it returns the best according to AIC where AIC has been modified to account for fixed parameters x = input data pvec = vector of p s set pvec=[0] for no AR qvec = vector of q s set qvec=0[] for no MA Pvec = vector of P s Qvec = vector of Q s T period for multiplicative model


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