清空筛选条件
清空筛选条件

GARCH models estimation for variance

1 次查看（过去 30 天）
tilfani oussama
tilfani oussama 2018-2-15
I have a return series for which i would like to estimate a GARCH(1,1) in order to get volatility accross time. I used this command :
model1 = garch('Offset',NaN,'GARCHLags',1,'ARCHLags',1); [fit1,~,LogL1] = estimate(model1,x); but i have a message error [fit1,~,LogL1] = estimate(model1,x); Warning: Lower bound constraints are active; standard errors may be inaccurate. > In garch/estimate (line 791) Estimated GARCH model is invalid.
Caused by: Error using garch/validateModel (line 782) Non-zero degree P requires a non-zero degree Q.
Can someone help me to deal with. Bests

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Conditional Variance Models 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by