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garchset不能用了,garch函数又不会用
3 个回复 - 17304 次查看
Spec=
garchset('VarianceModel',garch','P',1,'Q',1,'Distribution','Gaussian')
错误使用
garchset (line 180)
GARCHSET has been removed. Use ARIMA, GARCH, EGARCH, and GJR models instead.
>> Spec=garc ...
2015-4-2 12:31 - adompe - MATLAB等数学软件专版
GARCHSET has been removed
7 个回复 - 9552 次查看
matlab 2014a
是这个函数在新版已经被取消了么?如果取消了,那下面这段代码应该怎么实现啊?
错误提示:
错误使用
garchset (line 180)
GARCHSET has been removed. Use ARIMA, GARCH, EGARCH, and GJR model ...
2014-9-9 12:55 - 垂梦は雪碎 - MATLAB等数学软件专版
garchset()中参数都什么意思啊??
7 个回复 - 15621 次查看
例如:pec =
garchset('Display','off','P',1,'Q',1);
spec =
garchset(spec,'Display','off');
garchfit(spec,y)
Mean: ARMAX(0,0,0); Variance: GARCH(1,1)
Conditional Probability Distribution: Gaussi ...
2010-4-21 18:26 - xmcyhm - MATLAB等数学软件专版
请问GARCHSET这个命令的参数意义
5 个回复 - 10101 次查看
我想估计一个GJR-GARCH模型,但是看不明白GARCHSET里的参数,HELP全都英文,弄的不是很明白。请教一下坛子里的兄弟,谢谢了
如:
spec=garehset(‘Distribution’,’T’,’C’,0,’FixC’,[l],’AR’,[0 0 0 0 0 0 ...
2010-2-26 17:59 - remeva - MATLAB等数学软件专版
spec=garchset('R',12,'M',13,'display','off'); 为什么R不能取大于5的阶数?
2 个回复 - 5706 次查看
spec=
garchset('R',12,'M',13,'display','off'); 为什么R不能取大于5的阶数?
R取值超过5时:matlab 显示:
??? Subscript indices must either be real positive integers or logicals.
Error in ==> garchf ...
2010-11-5 12:09 - xingpin0017 - MATLAB等数学软件专版