ARMA Problem whilst calculate the conditional mean

I would like to calculate the conditional copulas, therefore I would like to calculate the conditional mean and conditional variance. I am following the code wrote by Andrew Patton. But I have a problem with this part when I try to running:

if true
  % First: conditional mean
resids = nan(T,2);
mean_order = nan(2,3);
tic;
for ii=1:2
  [theta1,sig21,vcv1,order1,resids1] = ARMAX_opt(rets1(:,ii),5,5,'BIC');  % takes about 6 seconds per variable
  mean_order(ii,1:2) = order1';
  mean_order(ii,3) = 1-sig21/cov(rets1(:,ii));
  resids(:,ii) = [zeros(max(order1),1);resids1];
  [ii,toc]
end
toc  % takes 10 seconds for each series
mean_order 
% so optimal models are AR(2) and AR(0)

end

When I am running it, I go this:

if true
  % Cannot find an exact (case-sensitive) match for 'armax'
The closest match is: ARMAX in
C:\Users\SHK\Documents\MATLAB\Add-Ons\Toolboxes\kevinsheppard-mfe_toolbox-a93d075a449e\code\GUI\ARMAX.m
Error in ARMAX_2 (line 32)
  M = armax(depvar,[ar,ma]);
Error in ARMAX_opt (line 40)
      [theta_1,sig2_1,vcv_1,resids_1,yhat_1] = ARMAX_2(depvar,ii,jj);
end

Could you help me please!!!!

[Cristian Gulei]

hello, can you give me the entire script of the conditional mean?