www.gusucode.com > econ 案例源码程序 matlab代码 > econ/CreateAGarchModelObject1Example.m
%% Create GARCH Model % Create a |garch| model using name-value pair % arguments. %% % Specify a GARCH(1,1) model. By default, the conditional mean model offset % is zero. Specify that the offset is |NaN|. % Copyright 2015 The MathWorks, Inc. Mdl = garch('GARCHLags',1,'ARCHLags',1,'Offset',NaN) %% % |Mdl| is a |garch| model object. The software sets all parameters (the % properties of the model object) to |NaN|, except |P|, |Q|, and % |Distribution|. %% % Since |Mdl| contains |NaN| values, |Mdl| is only appropriate for estimation only. % Pass |Mdl| and time-series data to |estimate|. For a continuation of this example, % see <docid:econ_ug.buofsf_-1>.