AIC bands in accordance with statutory order recursive algorithm procedures in accordance with order recursive algorithm has been estimated, and then determined using the following equation residual variance of the estimated value of: the type of results from calculation of AIC: the results of the model to find the smallest AIC (order and parameters) is estimated model. Source code for: aic2.dsw . The results stored in: data.txt . By the output data, we can see when k1 = 5 when the smallest value of AIC. Therefore, the final order to identify the results of check for 5, the parameters are:-1.18394,0.813938,-0.518174,0.348744,-0.116818,1.07998,-0.74386,0.475444,-0.253022,0.122781 in order to determine the smallest AIC value: aic =-- 8981.58 occurred in order for the 5:00.

Packet : 51622428aic.rar filelist
15.估计模型阶次的AIC法\AIC.CPP
15.估计模型阶次的AIC法\Aic.dsp
15.估计模型阶次的AIC法\Aic.dsw
15.估计模型阶次的AIC法\Aic.ncb
15.估计模型阶次的AIC法\Aic.opt
15.估计模型阶次的AIC法\Aic.plg
15.估计模型阶次的AIC法\DATA.TXT
15.估计模型阶次的AIC法\Debug
15.估计模型阶次的AIC法\Gauss.txt
15.估计模型阶次的AIC法\M.TXT
15.估计模型阶次的AIC法

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