for i=0:3
for j=0:3
spec=garchset('R',i,'M',j,'Display','off')
[coeffx,errorsx,LLFX]=garch(spec,da)
num=garchcount(coeffx)
[aic,bic]=aicbic(LLFX,num,n)
fprintf('R=%d,M=%d,AIC=%f,BIC=%fn',i,j,aic,bic)
end
.......
错误使用 garchset (line 180)
GARCHSET has been removed. Use ARIMA, GARCH, EGARCH, and GJR models instead.
这时garchset函数不能用了,可以用arima, garch等替代