ARMA模型的AIC准则定阶

时间序列分析法建模，模型有AR模型，MA模型和ARMA模型，建立ARMA模型需要定阶，定阶的方法有很多种，这里介绍了AIC准则定阶，并附之程序，对需要的人是一个不错的借鉴。

tsa
Makefile
INDEX
aar.m
aarmam.m
ac2poly.m
ac2rc.m
acorf.m
acovf.m
adim.m
amarma.m
ar2poly.m
ar2rc.m
arcext.m
arfit2.m
ar_spa.m
biacovf.m
bisdemo.m
bispec.m
content.m
contents.m
covm.m
demoperf.m
detrend.m
durlev.m
eeg8s.mat
flag_implicit_samplerate.m
flix.m
hist2res.m
hist2res2.m
histo.m
histo2.m
histo3.m
histo4.m
hup.m
invest0.m
invest1.m
invfdemo.m
lattice.m
lpc.m
mvaar.m
mvar.m
mvfilter.m
mvfreqz.m
pacf.m
parcor.m
poly2ac.m
poly2ar.m
poly2rc.m
rc2ac.m
rc2ar.m
rc2poly.m
README.TXT
sbispec.m
selmo.m
sinvest1.m
sumskipnan.m
tsademo.m
ucp.m
y2res.m
www.pudn.com.txt