When I ran this code , I met this problem. I tried to find out the reason, but failed. The data here is one stock return. I want to fit a GARCH(1,1)model.
>> spec = modelspec(data)
??? Operands to the || and && operators must be convertible to logical scalar
Error in ==> FromCons2Unc at 41
if max(max(x))> a || min(min(x))<-a
Error in ==> RescaleParameters at 116
[uncmparams, d1mp, d2mp] = FromCons2Unc(consmparams,.5,3);
Error in ==> fitModel at 86
theta0 = RescaleParameters(theta0, 2, spec);
Thank you for this great file. I could not locate the 'fitparcopulag' function. Please could you advise how can I obtain it. Also the sigma (standard deviations) are vectors, and not a number - Please could you advise how to obtain these as well.