Unknown order linear regression parameters estimate

Hello, how can I modify this program of 2nd order linear regression parameters estimate when I don't now the order of regression. I have only a *.mat file with 2000 inputs(ut) and outputs(yt) and I need to determine the order and estimate the parameters of regression. Thank you for your help.

load ukol_A yt ut

nd=length(yt);

V=zeros(7)+1e-8*eye(7);

th=zeros(6,nd);

r=zeros(1,nd);

for t=3:nd

psi=[yt(t:-1:t-2) ut(t:-1:t-2) 1];

V=V+psi'*psi;

Vy=V(1,1); Vyp=V(2:end,1); Vp=V(2:end,2:end);

th(:,t)=inv(Vp)*Vyp;

r(t)=(Vy-Vyp'*inv(Vp)*Vyp)/t;

end

set(figure(1),'position',[500 60 600 600])

for i=1:6

subplot(6,1,i),plot(th(i,:))

if i==1, title('Regression coefficients'), end

end

set(figure(2),'position',[50 60 400 200])

plot(r)

title('Noise variance')