help with the error
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Hi can some one please help me correct this error:
Code:
clc;
clear;
model = garch('Constant',0.1,'GARCH',0.4,'ARCH',0.5);
rng('default')
[Vn,Yn] = simulate(model,100,'numPaths',5);
Error:
Undefined function 'garch' for input arguments of type 'char'.
Error in simm (line 4)
model = garch('Constant',0.1,'GARCH',0.4,'ARCH',0.5);
2 Comments
Answers (1)
Shashank Prasanna
on 3 Jul 2013
Edited: Shashank Prasanna
on 3 Jul 2013
You either:
1) Don't have the Econometrics Toolbox installed. Check the output of VER:
>> ver
2) Are using a version of MATLAB older than MATLAB r2012a
Here are the release notes:
4 Comments
Shashank Prasanna
on 3 Jul 2013
Please post a new question since this isn't related to the original question. This way you will have more eyes looking at it.
You can estimate your parameters by calling the arima estimate function part of the econometrics toolbox. If you don't have it you can try using some functions written by other in the file exchange the link to which I shared in the previous post.
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