compute aic in matlab
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Hi ,
Anybody know how to calculate the CORRECTED AIC in matlab?
I have a code which calculates the aic but I need to find the corrected aic
nn = 1:15;
nn = nn';
V=arxstruc(yt(1:500),yt(501:1000),nn);
p = selstruc(V,'AIC');
thanks
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