Can some one help me with this issue please?
Econometrics Toolbox output handling
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Hello,
I am using some built in functions of the Econometrics Toolbox ver 3.0.
Specifically I am using the function called "garch" in my code. I just need to get ONLY the parameter estimates from this function. However, every time I run this function it gives me a very descriptive output. Is there a way to disable that descriptive type output please?
Sample output which I DON"T need is as follows: I dont need it displayed!
GARCH(1,1) Conditional Variance Model: ----------------------------------------
Conditional Probability Distribution: Gaussian
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant 0.074645 0.0309142 2.41459
GARCH{1} 0.411828 0.151601 2.71652
ARCH{1} 0.280587 0.105088 2.67003
Offset 0.0109151 0.0245524 0.444563
GARCH(0,5) Conditional Variance Model:
----------------------------------------
Conditional Probability Distribution: Gaussian
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant 0.117868 0.126963 0.928362
ARCH{1} 0.293977 0.111917 2.62675
ARCH{2} 0.0781783 0.336502 0.232327
ARCH{5} 0.13276 0.136348 0.973686
Can someone please help me with this issue?
Code:
Mdl1 = garch('Offset',NaN,'GARCHLags',1,'ARCHLags',1);
[EstMdl1,EstParamCov1,logL(1)] = estimate(Mdl1,utl);
numParams(1) = sum(any(EstParamCov1));
Mdl2 = garch(5,5);
[EstMdl1,EstParamCov2,logL(2)] = estimate(Mdl2,utl);
numParams(2) = sum(any(EstParamCov2));
Thanks
Answers (1)
Roger Wohlwend
on 10 Jun 2014
[EstMdl1,EstParamCov2,logL(2)] = estimate(Mdl2,utl, 'Display', 'off');
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