大神们，有关DCC-GARCH模型的一个运行错误怎么修改呀？

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

最近在做DCC-GARCH模型，之前从来没搞过GARCH模型，所以有很多的问题，下面是在利用MTALB中的Ucsd_garch工具箱中DCC-GARCH模型程序，运行出现下面的错误。
Estimating GARCH model for Series 3
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 82
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 82
Estimating GARCH model for Series 4
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 82
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 82
Error using optimset (line 199)
The LevenbergMarquardt option is no longer valid. Set the Algorithm option instead.


Error in dcc_mvgarch (line 91)
options  =  optimset(options , 'LevenbergMarquardt' , 'on');

大神们有什么解决方案吗？新人求救。

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：DCC-GARCH GARCH模型 ARCH模型 GARCH 运行错误 模型 running current warning without Series 统计