【摘要】 基于Matlab用时间序列的最小二乘估计和FPE、AIC、BIC准则对AR(n)模型进行参数估计。用实例说明运用Matlab进行AR(n)参数估计,编程简单,分析直观更多还原

【Abstract】 Based on Matlab, parameters of AR(n) model are estimated under the evaluation criterions of FPE, AIC and BIC. The example shows that the parameter estimation of AR model using Matlab is convenient because of simple programming and visual analysis.更多还原