Identifying the numbers of AR or MA terms in matlab

Question

How do I identify the order of ARMA model for given time series in matlab. In R, there is a function ar , auto.arima that searches for the optimal number of lags for AR and MA models. But I haven't been able to find a similar function in matlab. The AR function in matlab estimates parameters for a 'specified' number of lags. Any ideas?

Secondly, is there a function similar to arima.sim in matlab to simulate arima processes?

Answer 1

我认为，如果您想使用Mathworks产品进行此操作，则这将是信号处理工具箱提供的统计信号处理的一部分。