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matlab中garch工具箱在哪

妳可以用help命令來判斷是否有garch()函數。即

help garch

garch()函數用於建立GARCH模型的條件方差模型對象。

應用例子:

Mdl = garch('Constant',0.0001,'GARCH',0.75,'ARCH',0.1,'Offset',0.5)

Mdl =

GARCH(1,1) Conditional Variance Model with Offset:

--------------------------------------------------

Distribution: Name = 'Gaussian'

P: 1

Q: 1

Constant: 0.0001

GARCH: {0.75} at Lags [1]

ARCH: {0.1} at Lags [1]

Offset: 0.5

查看網址,.mathworks.com/help/econ/garch.html

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