How to identify the orders p and q for ARIMA model using least squares method?
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I would like to identify the orders p and q for ARIMA model using least squares method in Matlab. I have got also two data files (one with noise and one without)
Previously I identified p and q for AR and MA using ACF function and PACF, but now I have mixed model (ARIMA).
Could you give any tip hint how to do this?
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