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    %% Access EGARCH Model Properties
% Access the properties of a created |egarch| model object using
% dot notation.
%%
% Create an |egarch| model object.

% Copyright 2015 The MathWorks, Inc.

Mdl = egarch(3,2)
%%
% Remove the second GARCH term from the model.  That is, specify that the
% GARCH coefficient of the second lagged conditional variance is |0|.
Mdl.GARCH{2} = 0
%%
% The GARCH polynomial has two unknown parameters corresponding to lags 1
% and 3.
%%
% Display the distribution of the disturbances.
Mdl.Distribution
%%
% The disturbances are Gaussian with mean 0 and variance 1.
%%
% Specify that the underlying disturbances have a _t_ distribution with
% five degrees of freedom.
Mdl.Distribution = struct('Name','t','DoF',5)
%%
% Specify that the ARCH coefficients are 0.2 for the first lag and 0.1 for
% the second lag.
Mdl.ARCH = {0.2 0.1}
%%
% To estimate the remaining parameters, you can pass |Mdl| and your data to
% estimate and use the specified parameters as equality constraints.  Or,
% you can specify the rest of the parameter values, and then simulate or
% forecast conditional variances from the GARCH model by passing the fully
% specified model to |simulate| or |forecast|, respectively.