How can i use aic to regression model and time series models matlab R2006a ?
조회 수: 5 (최근 30일)
이전 댓글 표시
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.
댓글 수: 0
채택된 답변
Shashank Prasanna
2013년 10월 24일
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
댓글 수: 0
추가 답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Linear Regression에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!