?? invest1.m
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function [ACOVF,ACF,PACF,ARPmx,E,CRITERIA,MOPS]=invest1(Y,Pmax,D);
% First Investigation of a signal (time series)
% [ACOVF,ACF,PACF,ARPmx,E,CRITERIA,MOPS]=invest1(Y,Pmax,show);
%
% Y time series
% Pmax maximal order (optional)
% show optional; if given the parameters are shown
%
% ACOVF Autocovariance
% ACF Autocorrelation
% PACF Partial Autocorrelation
% ARPmx Autoregressive Parameter Matrix
% E Error function E(p)
%
% FPE Final Prediction Error (Kay, 1987)
% AIC Akaike Information Criterion (Marple, 1987)
% BIC Bayesian Akaike Information Criterion (Wei, 1994)
% SBC Schwartz's Bayesian Criterion (Wei, 1994)
% MDL Minimal Description length Criterion (Marple, 1987)
% CAT Parzen's CAT Criterion (Wei, 1994)
% PHI Phi criterion (Pukkila et al. 1988)
% minE order where E is minimal
% optFPE order where FPE is minimal
% optAIC order where AIC is minimal
% optBIC order where BIC is minimal
% optSBC order where SBC is minimal
% optMDL order where MDL is minimal
% optCAT order where CAT is minimal
% optPHI order where PHI is minimal
% Version 2.41
% last revision 14.05.1998
% Copyright (c) 1997, 1998 by Alois Schloegl
% e-mail: a.schloegl@ieee.org
% This library is free software; you can redistribute it and/or
% modify it under the terms of the GNU Library General Public
% License as published by the Free Software Foundation; either
% Version 2 of the License, or (at your option) any later version.
%
% This library is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
% Library General Public License for more details.
%
% You should have received a copy of the GNU Library General Public
% License along with this library; if not, write to the
% Free Software Foundation, Inc., 59 Temple Place - Suite 330,
% Boston, MA 02111-1307, USA.
N=length(Y);
if nargin<2 Pmax=min([100 N/3]); end;
[ACOVF,ACF,PACF,ARPmx,E,ACFsd]=invest0(Y,Pmax);
[FPE,AIC,BIC,SBC,MDL,CAT,PHI,optFPE,optAIC,optBIC,optSBC,optMDL,optCAT,optPHI]=selmo(E,N);
CRITERIA=[FPE;AIC;BIC;SBC;MDL;CAT;PHI]';
MOPS=[optFPE optAIC optBIC optSBC optMDL optCAT optPHI];
if nargin==3 oo=optBIC; sinvest1;
end;
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