生成一组带有高斯噪声的样本,分别用一阶,二阶,三阶的最小二乘估计方法进行拟合,然后分别用AIC,MDL,FPE,CAT四种评测模型对其性能进行比较,得到最优的拟合模型.

按FPE定阶的依阶次递推算法程序。先用依模型阶次递推算法估计模型的参数，再用fpe方法判断模型的阶次。-By order given by FPE order recursive algorithm. First with a recursive algorithm to estimate model parameters according to model order, then fpe way to determine the order of the model.