How to change order status programmatically?

How to change order status programmatically? Load order by order increment id

 $orderIncrementId = YOUR_ORDER_INCREMENT_ID;
 $order = Mage::getModel('sales/order')->loadByIncrementId($orderIncrementId);

Change the order status to pending, processing, canceled, closed, holded, etc.

setState(Mage_Sales_Model_Order::STATE_COMPLETE, true)->save();
/**
 * change order status to 'Pending'
 */
$order->setState(Mage_Sales_Model_Order::STATE_NEW, true)->save();
 
/**
 * change order status to 'Pending Paypal'
 */
$order->setState(Mage_Sales_Model_Order::STATE_PENDING_PAYMENT, true)->save();
 
/**
 * change order status to 'Processing'
 */
$order->setState(Mage_Sales_Model_Order::STATE_PROCESSING, true)->save();
 
/**
 * change order status to 'Completed'
 */
$order->setState(Mage_Sales_Model_Order::STATE_COMPLETE, true)->save();
 
/**
 * change order status to 'Closed'
 */
$order->setState(Mage_Sales_Model_Order::STATE_CLOSED, true)->save();
 
/**
 * change order status to 'Canceled'
 */
$order->setState(Mage_Sales_Model_Order::STATE_CANCELED, true)->save();
 
/**
 * change order status to 'Holded'
 */
$order->setState(Mage_Sales_Model_Order::STATE_HOLDED, true)->save();
?>

Cancel an order

if($order->canCancel()) {
    $order->cancel()->save();
}

Hold an order

if($order->canHold()) {
    $order->hold()->save();
}

Unhold an order

if($order->canUnhold()) {
    $order->unhold()->save();
}