我想用garchset实现这个代码,如果是新函数,怎么去实现?
for i=0:3
for j=0:3
spec=garchset('R',i,'M',j,'Display','off');
[coeffX,errorsX,LLFX]=garchfit(spec,w);
num=garchcount(coeffX);
[aic,bic]=aicbic(LLFX,num,29);
fprintf('R=%d,M=%d,AIC=%f,BIC=%f\\n',i,j,aic,bic);
end
end
具体参考garch,estimate函数在mathwork官网的官网解释。
GARCH解释:http://www.mathworks.com/help/econ/garch-object.html
Estimate解释:http://www.mathworks.com/help/econ/cvm.estimate.html
有用希望采纳一下哦