Regress_AicAndSbic
信息准则函数,判断序列的最佳滞后阶数,分别计算AIC和SBIC统计量,并把结果赋值到一个一维数组,第一个是Aic值,第二个Sbic值。当选择最佳滞后阶数时,统计量越小越好。 AIC和SBIC的表达式如下所示: [img type="tslxml" file="media2024-03-20_WEfCpvnqqtg5qGJa/image573.png"][/img] [img type="tslxml" file="media2024-03-20_WEfCpvnqqtg5qGJa/image574.png"][/img] [img type="tslxml" file="media2024-03-20_WEfCpvnqqtg5qGJa/image575.png"][/img] 其中:T为样本容量;k为自变量个数;u为残差;
范例(t):

[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.20190…
Regression
范例(t):
[code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
X:= array(
(0…
Regress_AicAndSbic
范例(t):

[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.20190…