For ARIMA(p,d,q) if AIC test is applied for p,q = 0:3 keeping d = 0 and 1, it shows error. I want to confirm for possibilities when p and/or q = 0 also. What can be done to achieve so? This is my code.
LOGL = zeros(4,4); PQ = zeros(4,4);for p = 0:3 for q = 0:3 mod = arima(p,1,q); [fit,~,logL] = estimate(mod,z,'print',false); LOGL(p,q) = logL; PQ(p,q) = p+q; endendLOGL = reshape(LOGL,16,1);PQ = reshape(PQ,16,1);[aic,bic] = aicbic(LOGL,PQ+1,100);mAIC=reshape(aic,4,4)mBIC=reshape(bic,4,4)
the error is due to log function. Is there any way to achieve what I want?
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