LS Estimates aren't accurate

조회 수: 1 (최근 30일)
dav
dav 2013년 2월 27일
Hello
Can you please help me correct this? I am not getting the correct estimates from the following code.

이 질문에 답변하려면 로그인하십시오.

답변 (1개)

Tom Lane
Tom Lane 2013년 2월 28일
It looks like you are fitting an AR(160) model.
Aside from that, I can't figure out what you're trying to do. You appear to be generating a GARCH process. I don't see how the 0.01 and 0.95 values appear in your data generation process, but again I'm just not following.

카테고리

Help Center 및 File Exchange에서 Conditional Variance Models에 대해 자세히 알아보기

태그

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by