help with aic and bic

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dav le 18 Nov 2014

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Commenté : Adam le 18 Nov 2014

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Hello,

I am using the following code to find the order of an autoregressive(AR) process.

But I got same answers for both AIC and BIC. Is there anything wrong?

ptest = arxstruc(xt(1:T/2), xt((T/2)+1:T), pmaxvec);
arorder_aic  = selstruc(ptest,'AIC');    % estimated AR order - p hat (by aic criterion)
arorder_bic  = selstruc(ptest,'BIC');

Thanks

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Adam le 18 Nov 2014

Do you expect the order to be different for the inputs you gave?

Are you actually getting the AIC and BIC evaluations out or just the ordering resulting from these? The latter may quite conceivably be the same despite the former being different for some inputs.

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