help with the error
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Hi can some one please help me correct this error:
Code:
clc;
clear;
model = garch('Constant',0.1,'GARCH',0.4,'ARCH',0.5);
rng('default')
[Vn,Yn] = simulate(model,100,'numPaths',5);
Error:
Undefined function 'garch' for input arguments of type 'char'.
Error in simm (line 4)
model = garch('Constant',0.1,'GARCH',0.4,'ARCH',0.5);
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답변 (1개)
Shashank Prasanna
2013년 7월 3일
편집: Shashank Prasanna
2013년 7월 3일
You either:
1) Don't have the Econometrics Toolbox installed. Check the output of VER:
>> ver
2) Are using a version of MATLAB older than MATLAB r2012a
Here are the release notes:
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Shashank Prasanna
2013년 7월 3일
Please post a new question since this isn't related to the original question. This way you will have more eyes looking at it.
You can estimate your parameters by calling the arima estimate function part of the econometrics toolbox. If you don't have it you can try using some functions written by other in the file exchange the link to which I shared in the previous post.
참고 항목
카테고리
Help Center 및 File Exchange에서 GJR Model에 대해 자세히 알아보기
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