Continue running for loop for values that do not given an error

2022 4 9
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更新时间：2022 4 9
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Suppose I have the following line of code
Mdl_vol(1) = egarch('GARCHLags',1,'ARCHLags',1);
Mdl_vol(2) = egarch('GARCHLags',1:2,'ARCHLags',1);
Mdl_vol(3) = egarch('GARCHLags',1:3,'ARCHLags',1);
Mdl_vol(4) = egarch('GARCHLags',1,'ARCHLags',1:2);
Mdl_vol(5) = egarch('GARCHLags',1:2,'ARCHLags',1:2);
Mdl_vol(6) = egarch('GARCHLags',1:3,'ARCHLags',1:2);
Mdl_vol(7) = egarch('GARCHLags',1,'ARCHLags',1:3);
Mdl_vol(8) = egarch('GARCHLags',1:2,'ARCHLags',1:3);
Mdl_vol(9) = egarch('GARCHLags',1:3,'ARCHLags',1:3);
% AIC i stocks j models
for i = 1:20
for j = 1:9
EstMdl = estimate(Mdl_vol(j),monthlyerrorsi(:,i),'Display','off');
results = summarize(EstMdl);
AIC(j,i) = results.AIC;
end
end
Now I get the following error
Estimated EGARCH model is invalid.
Caused by:
Error using egarch/validateModel (line 789)
GARCH polynomial is not stationary.
So for some i = 1:20 any of the 9 models is invalid. However, I am wondering if there is a way to have the once that give an error display a 0 or NaN value. And for the models that do not given an error to obtain the right values.

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Voss
Voss 2022-4-9
Ran in:

0 个投票

Ran in:
monthlyerrorsi = randn(100,20); % random monthlyerrorsi
Mdl_vol(1) = egarch('GARCHLags',1,'ARCHLags',1);
Mdl_vol(2) = egarch('GARCHLags',1:2,'ARCHLags',1);
Mdl_vol(3) = egarch('GARCHLags',1:3,'ARCHLags',1);
Mdl_vol(4) = egarch('GARCHLags',1,'ARCHLags',1:2);
Mdl_vol(5) = egarch('GARCHLags',1:2,'ARCHLags',1:2);
Mdl_vol(6) = egarch('GARCHLags',1:3,'ARCHLags',1:2);
Mdl_vol(7) = egarch('GARCHLags',1,'ARCHLags',1:3);
Mdl_vol(8) = egarch('GARCHLags',1:2,'ARCHLags',1:3);
Mdl_vol(9) = egarch('GARCHLags',1:3,'ARCHLags',1:3);
% AIC i stocks j models
for i = 1:20
for j = 1:9
try
EstMdl = estimate(Mdl_vol(j),monthlyerrorsi(:,i),'Display','off');
results = summarize(EstMdl);
AIC(j,i) = results.AIC;
catch ME
disp(sprintf('%s -- Occurred at (j,i) = (%d,%d)',ME.message,j,i));
AIC(j,i) = NaN;
end
end
end
Estimated EGARCH model is invalid. -- Occurred at (j,i) = (6,3) Estimated EGARCH model is invalid. -- Occurred at (j,i) = (6,6) Estimated EGARCH model is invalid. -- Occurred at (j,i) = (5,17)
AIC
AIC = 9×20
1.0e+20 * 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 2.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 2.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 2.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 NaN 0.0000 0.0000 0.0000 0.0000 0.0000 NaN 0.0000 0.0000 NaN 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 2.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 2.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

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