diiah putrii

Active since 2014

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does anyone know the code that is used to find the probabilities infered in msgarch 2 state?
does anyone know the code that is used to find the probabilities infered in msgarch 2 state?

9 years ago | 0 answers | 0

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Question

what is the parameter of msgarch?
I've done running the code "mrsgarchestfor_con_all". Running has been stopped and the end result is as follows. but I am confuse...

9 years ago | 0 answers | 0

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answers

Question

How is the solution of the error "Index exceeds matrix dimensions"?
I have a problem with running the program is regime switching GARCH. Once I tried to run the program, there is an error like thi...

9 years ago | 1 answer | 0

1

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hi, i'm new, i have some problem this fprintf('Results from optimization In Sample \n',fid); fprintf('fid,tit1'); why this code only show one solution? "filename = junk/MRSGARCH_N.txt Results from optimization In Sample fid,tit1flag1 = 1 "
% File mrsgarchestfor_con_all.m % File to estimate Markov Regime-Switching GARCH % Written by Juri Marcucci % PhD student in ...

9 years ago | 1 answer | 0

1

answer