How to remove a error with GARCH model forecasting ?
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Hello,
When I run the example code mentioned here :
load Data_EquityIdx nasdaq = Dataset.NASDAQ; r = price2ret(nasdaq); N = length(r);
% Fit a GARCH(1,1) model to the data.
model = garch(1,1); fit = estimate(model,r);
% Forecast the conditional variance for 500 days using the fitted model. Use the observed returns as
% presample innovations for the forecast.
Vf = forecast(fit,500,'Y0',r);
...and after the last line I get this annoying error: " Error using subsindex Function 'subsindex' is not defined for values of class 'garch'. "
I believe this error stems from a function name conflict - several different functions have the same name "subsindex". After searching the Matlab folder I get these functions with the same name "subsindex":
Name Size Date modified Folder
subsindex.m 0 KB 01/ 29/ 2014 8:42 AM ops ?C:\Program Files\MATLAB\R2014a\mcr\toolbox\matlab?
subsindex.m 1 KB 01/ 29/ 2014 8:42 AM @categorical ?C:\Program Files\MATLAB\R2014a\mcr\toolbox\matlab\datatypes?
subsindex.m 1 KB 12/ 27/ 2013 1:16 PM @gpuArray ?C:\Program Files\MATLAB\R2014a\toolbox\distcomp\gpu?
subsindex.m 1 KB 12/ 27/ 2013 1:15 PM @codistributed ?C:\Program Files\MATLAB\R2014a\toolbox\distcomp\parallel?
subsindex.m 1 KB 10/ 09/ 2013 2:26 PM @testplansweepsetfilter ?C:\Program Files\MATLAB\R2014a\toolbox\mbc\mbctools?
subsindex.m 1 KB 10/ 09/ 2013 1:29 PM ops ?C:\Program Files\MATLAB\R2014a\toolbox\matlab?
subsindex.m 1 KB 04/ 12/ 2013 12:32 ... @categorical ?C:\Program Files\MATLAB\R2014a\toolbox\matlab\datatypes?
subsindex.m 1 KB 08/ 01/ 2012 12:13 ... @fi ?C:\Program Files\MATLAB\R2014a\toolbox\fixedpoint\fixedpoint\+embedded?
subsindex.m 1 KB 03/ 07/ 2005 7:32 AM ja ?C:\Program Files\MATLAB\R2014a\toolbox\matlab\ops?
Thanks in advance for any attention !
Mark
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