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    %% Specify GARCH Model with Nonconsecutive Lags  
% This example shows how to specify a GARCH model with nonzero coefficients
% at nonconsecutive lags.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Specify a GARCH(3,1) model with nonzero GARCH coefficients at lags 1 and
% 3. Include a mean offset. 
Mdl = garch('Offset',NaN,'GARCHLags',[1,3],'ARCHLags',1) 

%%
% The unknown nonzero GARCH coefficients correspond to lagged variances
% at lags 1 and 3. The output shows only nonzero coefficients.  

%% 
% Display the value of |GARCH|.
Mdl.GARCH 

%%
% The |GARCH| cell array returns three elements. The first and third elements
% have value |NaN|, indicating these coefficients are nonzero and need to
% be estimated or otherwise specified. By default, |garch| sets the interim
% coefficient at lag 2 equal to zero to maintain consistency with MATLAB(R)
% cell array indexing.