WHAT'S THE WRONG IN MY CODE?
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function [MLE] = RiskMetrics(data)
sigma2 = zeros(length(data),1);
sigma2(1) = mean(data.^2);
for i = 2 : length(data)
sigma2(i) = (0.06*data(i-1).^2) + (0.94*sigma2(i-1));
end
f = -0.5*log(2*pi*sigma2)-(data.^2)/(2*sigma2);
MLE = sum(f);
end
And MATLAB WINDOW shows me that message: Error using - Matrix dimensions must agree.
Error in RiskMetrics (line 7) f = -0.5*log(2*pi*sigma2)-(data.^2)/(2*sigma2);
I've also tried the 'minus' but nothing...
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