Mathworks Econometrics Example Does Work?

Hi,

I'm trying to use the econometrics toolbox to estimate a GARCH(1,1) model, i.e., the example given here:

http://www.mathworks.co.uk/help/econ/fit-a-composite-conditional-mean-and-variance-model-to-nasdaq-returns.html

But it chucking the following errors for me pasting the code to the command window?

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

Error using lagmatrix (line 25) lagmatrix: wrong # of input arguments

Error in arima/estimate>arx0 (line 1671) Y = lagmatrix(YData, L(~isnan(AR))) * AR(~isnan(AR));

Error in arima/estimate (line 732) [AR([I1 I2]),beta,constant,variance,residuals] = arx0(obj, YData, XData);