例如:pec = garchset('Display','off','P',1,'Q',1);
spec = garchset(spec,'Display','off');
garchfit(spec,y)
Mean: ARMAX(0,0,0); Variance: GARCH(1,1)
Conditional Probability Distribution: Gaussian
Number of Model Parameters Estimated: 4
Standard T
Parameter Value Error Statistic
----------- ----------- ------------ -----------
C -0.0024759 0.0012919 -1.9165
K 4.6877e-005 5.3555e-005 0.8753
GARCH(1) 0.93904 0.041604 22.5707
ARCH(1) 0.035503 0.015123 2.3477
Log Likelihood Value: 1765.29
这里面的‘display ’和‘off’什么意思? Mean: ARMAX(0,0,0); 代表什么啊?