arima的pq值matlab代码,求matlab编写的ARIMA程序

function [mbest,minaic,pbest,qbest]=armabat(x,pvec,qvec)

%

%   [mbest,minaic,pbest,qbest]=armabat(x,pvec,qvec)

%

% This functions computes ARMA  (p,q) models for

% (p,q) in (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

% mbest = matlab model structure for the best one found using the matlab aic

%         the model parameters can be retreived from mbest

% minaic = value of the aic at the min

% pbest = best value of p found

% qbest = best value of q found

% now estimate ARMA model; ARMAX is AX=BU + Ce so identify phi with A and theta with C

nx=length(x);