Hi ,
for the data set y, I need to fit an ar model and calculate the best order using aic.
I used the following code to do that:
V = arxstruc(y,struc(1:15));m = selstruc(V,'aic');
However, I got the following error when I tried to run it.
Error using struc (line 21)Not enough input arguments.Error in big100 (line 47)V = arxstruc(y,struc(1:15));
Can someone correct this please?
Full code:
clc;clear;a0 = 0.05; a1 = 0.1; b1 = 0.85;epsi=zeros(3000,1);simsig=zeros(3000,1);for i = 1:3000 if (i==1) simsig(i) = a0 ; s=(simsig(i))^0.5; epsi(i) = normrnd(0,1) * s; else simsig(i) = a0+ a1*(epsi(i-1))^2+ b1*simsig(i-1); s=(simsig(i))^0.5; epsi(i) = normrnd(0,1) * s; endendyt1=epsi.^2;y = yt1(2001:3000);V = arxstruc(y,struc(1:15));m = selstruc(V,'aic');
Best Answer