关于DCC-GARCH 如何在matlab中调用的问题

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frances19890803 发表于 2013-4-2 15:52:15 |AI写论文

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工具箱都装好了，也addpath了。然后输入命令data=NUMERIC;[DCC_parameters,DCC_LL,DCC_Ht]=dcc_mvgarch(data,1,1,1,1);
NUMERIC 是我从excel中导入的一个154x5的一个矩阵。

结果却显示出错了。。。。。
Warning: Options LargeScale = 'off' and Algorithm =
'trust-region-reflective' conflict.
Ignoring Algorithm and running active-set algorithm. To run
trust-region-reflective, set
LargeScale = 'on'. To run active-set without this warning, use
Algorithm = 'active-set'.
> In fmincon at 454
  In fattailed_garch at 198
  In dcc_mvgarch at 81
Warning: Your current settings will produce an error in a future
release.
> In fmincon at 471
  In fattailed_garch at 198
  In dcc_mvgarch at 81
Undefined function 'hessian' for input arguments of type 'char'.

Error in fattailed_garch (line 208)
hess =
hessian('fattailed_garchlikelihood',parameters,data,p,q,errortype,
stdEstimate, T);

Error in dcc_mvgarch (line 81)
[univariate{i}.parameters, univariate{i}.likelihood,
univariate{i}.stderrors, univariate{i}.robustSE,
univariate{i}.ht, univariate{i}.scores] ...

求大神高手们过来帮我指导一下吧~~~急。。。。。。！！！