toestvarmdl 1 = GARCH(1,1);
ToEs * * * * * l 11 = ARIMA(' ARLags ',1,' MALags ',1,' Variance ',toestvarmdl 1);
ToEs * * * * * l 21 = ARIMA(' ARLags ',1:2,' MALags ',1,' Variance ',toestvarmdl 1);
logl 1 =[0;0];%預分配
numparams 1 = logl 1;%預分配
[Es*****l11,EstParamCov11,logl11] =估計值(ToEs*****l11,...
y1,'顯示','關閉');
[Es*****l21,EstParamCov21,logl21] =估計值(ToEs*****l21,...
y1,'顯示','關閉');
num params 11 = sum(any(estparamcov 11));
num params 21 = sum(any(estparamcov 21));
aic1 = aicbic(logL1,num params 1);
aic2 = aicbic(logL2,num params 2);