为什么MATLAB的econometrics toolbox工具箱中,当运行filter函数时,会出现没有定义的错误出现?例如:
Mdl = garch('Constant',0.005,'GARCH',0.8,'ARCH',0.1);rng(1); % For reproducibility[v,e] = simulate(Mdl,100,'E0',0,'V0',0.05);Z = e./sqrt(v);[V,E] = filter(Mdl,Z,'Z0',0,'V0',0.05);会出现错误:Undefined function 'filter' for input arguments of type 'garch'.请求各位大神指点一二。感激不尽