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…
范例(t):
[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.20190…
来源于.NET函数大全
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…
[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…
范例(t):
[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.20190…
[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.20190…