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    %% Specify Default GJR Model  
% This example shows how to use the shorthand |gjr(P,Q)| syntax to specify
% the default GJR(_P_, _Q_) model, $\varepsilon_t = \sigma_t z_t$
%  with a Gaussian innovation distribution and 
%
% $$\sigma _t^2 = \kappa  + \sum\limits_{i = 1}^P {{\gamma _i}\sigma _{t - i}^2}  + \sum\limits_{j = 1}^Q {{\alpha _j}} \varepsilon _{t - j}^2 + \sum\limits_{j = 1}^Q {{\xi _j}} I\left[ {{\varepsilon _{t - j}} < 0} \right]\varepsilon _{t - j}^2.$$
%
% By default, all parameters in the created model have unknown values.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Specify the default GJR(1,1) model: 
Mdl = gjr(1,1) 

%%
% The output shows that the created model, |Mdl|, has |NaN| values for
% all model parameters: the constant term, the GARCH coefficient, the ARCH
% coefficient, and the leverage coefficient. You can modify the created
% model using dot notation, or input it (along with data) to |estimate|.