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selmo2

PURPOSE ^

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: This function is called by:
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