请问在股票数据中,用GARCH的时候,碰到股票停牌或者除权除息都该怎么处理?
另外,我在用garchfit函数的时候出现??? Attempt to execute SCRIPT roots as a function:
D:\zmf\matlab\toolbox\matlab\polyfun\roots.m
Error in ==> garchfit>armanlc at 2992
AReigenValues = roots([1 ; -Parameters((isConstantInMean + 1):(isConstantInMean +
R))]);
Error in ==> fmincon at 597
[ctmp,ceqtmp] = confcn{3}(X,varargin{:});
Error in ==> garchfit at 908
[coefficients, LLF , ...
Error in ==> BStest at 6
[coeff,errors,LLF,innovations,sigmas,summary]=garchfit(R);
Caused by:
Failure in initial user-supplied nonlinear constraint function evaluation.
FMINCON cannot continue.
这是怎么回事?