This functions computes SARMA or multiplicative (p,q) x (P,Q) models for
(p,q,P,Q) in (pvec x qvec x Pvec x qvec) it returns the best according to AIC
where AIC has been modified to account for fixed parameters
x = input data
pvec = vector of p s set pvec=[0] for no AR
qvec = vector of q s set qvec=0[] for no MA
Pvec = vector of P s
qvec = vector of Q s
T period for multiplicative model
标签:
multiplicative
functions
computes
models
上传时间:
2017-06-30
上传用户:Breathe0125