Please expalin the error
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Hi,
I am using the following code to estimate parameters of an ARCH(1) model.
However, I am getting the given error.
Is there any way to correct it please?
Code:
clc;
clear;
p=1;
T = 1000;
a0 = 0.1; a1 = 0.4;
ra = zeros(T+2000,1);
seed=123;
rng(seed);
%ra = randn(T+2000,1);
ra = trnd(5,T+2000,1);
epsi=zeros(T+2000,1);
simsig=zeros(T+2000,1);
unvar = a0/(1-a1);
for i = 1:T+2000
if (i==1)
simsig(i) = unvar;
s=(simsig(i))^0.5;
epsi(i) = ra(i) * s;
else
simsig(i) = a0+ a1*(epsi(i-1))^2;
s=(simsig(i))^0.5;
epsi(i) = ra(i)* s;
end
end
epsi2 = epsi.^2;
yt = epsi2(2001:T+2000);
model = arima(1,0,0);
model.Constant = 0 ;
fit = estimate( model,yt);
Error:
Undefined function 'arima' for input arguments of type 'double'.
Error in test (line 41)
model = arima(1,0,0);
采纳的回答
Walter Roberson
2013-8-20
1 个投票
- you might not have the econ toolbox installed
- you might not have the econ toolbox licensed
- you might be using a version of MATLAB older than when the arima function was first implemented
- you might have a broken MATLAB path that does not include the econ toolbox
2 个评论
dav
2013-8-20
Walter Roberson
2013-8-20
At the MATLAB command prompt, give the command
ver
and see if econ is listed. If it is, check license issues by using
which -all arima
arima() did exist in the Econometrics toolbox for R2012a. Additional arima functionality was added in R2012b and R2013a, but that would not affect the existence of arima() itself.
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