根据论坛里高手的方法安装了UCSD工具箱,但在运行demo的时候出现了点小问题(刚开始一部分能正常运行)但到后来就提示:
??? Undefined function or method 'tarchcore' for input arguments of type 'double'.
Error in ==> tarchlikelihood at 46
h=tarchcore(abs(data),abs(dataneg),parameters,stdEstimate,p,o,q,m,T);
Error in ==> fmincon at 519
initVals.f = feval(funfcn{3},X,varargin{:});
Error in ==> tarch at 149
[parameters, LLF, EXITFLAG, OUTPUT, LAMBDA, GRAD] = fmincon('tarchlikelihood', [omega ; alpha;
tarch ; beta] ,sumA , sumB ,[] , [] , LB , UB,[],options,data, p ,o, q, m, stdEstimate, type);
Error in ==> multigarch at 157
startingvalues(1:1+p+q+o)=tarch(data,p,o,q,'TARCH',[],newoptions);
Error in ==> ucsd_garch_demo at 196
[parametersAP, likelihoodAP, stderrorsAP, robustSEAP, htAP,
scoresAP]=multigarch(errors,1,1,1,'APGARCH','NORMAL');
Error in ==> run at 57
evalin('caller', [s ';']);
Caused by:
Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.
请问这是什么原因啊?谢谢哈!


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