How to avoid GARCH estimation model to show output in the command window?
8 次查看(过去 30 天)
显示 更早的评论
I am trying to estimate the oil price volatility using GARCH model, and I try to use a 4 year-rolling window to estimate the GARCH parameters so that i could get many parameters for different periods. Thus I wrote a "for" loop, but in every loop matlab will show the whole output table for the estimated GARCH model, which makes it forever to finish the loop. I already put ";" at the end of each line but it didn't help. Below is part of the codes:
Mdl = arima('ARLags',7,'Variance',garch(1,1));
for i=1:4835;
EstMdlGARCH_i=estimate(Mdl,r(i:i+843));
A(i,:)=[EstMdlGARCH_i.Variance.GARCH,EstMdlGARCH_i.Variance.ARCH];
end;
Your helps are appreciated!
0 个评论
回答(1 个)
Hang Qian
2016-8-19
Hi Haoqing,
To suppress display, we can add a name-value pair 'Display', say
EstMdlGARCH_i=estimate(Mdl,r(i:i+843),'Display','off');
- Hang Qian
0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Conditional Variance Models 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!