LS Estimates aren't accurate
Show older comments
Hello
Can you please help me correct this? I am not getting the correct estimates from the following code.
Answers (1)
Tom Lane
on 28 Feb 2013
1 vote
It looks like you are fitting an AR(160) model.
Aside from that, I can't figure out what you're trying to do. You appear to be generating a GARCH process. I don't see how the 0.01 and 0.95 values appear in your data generation process, but again I'm just not following.
Categories
Find more on Conditional Variance Models in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
