Loss Function and FPE in ARMAX

1 view (last 30 days)
Sam Da
Sam Da on 18 Dec 2011
Hi,
So, what does loss function and FPE in ARMAX mean.
Also, for an AR(3) model how do I get the variance of white noise?
Thanks

Sign in to answer this question.

Answers (0)

Categories

Find more on Descriptive Statistics in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!