SELMO2 - model order selection for univariate and multivariate
SYNOPSIS
function X = selmo2(y,Pmax);
DESCRIPTION
SELMO2 - model order selection for univariate and multivariate
autoregressive models
X = selmo(y,Pmax);
y data series
Pmax maximum model order
X.A, X.B, X.C parameters of AR model
X.OPT... various optimization criteria
see also: SELMO, MVAR,
CROSS-REFERENCE INFORMATION
This function calls:
invest0 First Investigation of a signal (time series) - automated part
mvar MVAR estimates Multi-Variate AutoRegressive model parameters
selmo Model order selection of an autoregrssive model
