www.gusucode.com > econ 案例源码程序 matlab代码 > econ/SpecifyTheConditionalVarianceModelInnovationDistributionExample.m
%% Specify the Conditional Variance Model Innovation Distribution %% Specify the garch model % Copyright 2015 The MathWorks, Inc. Mdl = garch(1,1) %% Specify the gjr model GJRMdl = gjr('GARCHLags',1:2,'ARCHLags',1,'LeverageLags',1,... 'Distribution','t') %% Specify a garch model with a t distribution GARCHMdl = garch('GARCHLags',1,'ARCHLags',1,... 'Distribution',struct('Name','t','DoF',8)) %% Specify a t distribution Mdl.Distribution = 't'; %% Specify the degrees of freedom Mdl.Distribution = struct('Name','t','DoF',8); %% Display the degrees of freedom tDoF = Mdl.Distribution.DoF %% Specify a gaussian distribution Mdl.Distribution = 'Gaussian'