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•Write a function to prepare the input for linear regression of an autoregressive model. The function has to be general so the autoregressive lags should be the input of the function. function [x,y] = autoregressive(y,lags) • Write second function to compute the BIC of regression model BIC = n ln(RSS n ) + k ln(n) , where n is the sample size and k is the number of parameters • Find and optimal model with 3 variables. Try all combinations for lags from 1 to 7 (You should use function nchoosek to prepare list of all lags combinations). As a criterion use the BIC.
Kshitij Singh