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paula roma


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31 Aug 2012 ARMAX-GARCH-K Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications) ARMAX-GARCH-K Toolbox Author: Alexandros Gabrielsen

I am trying to use garchfind to find the best model to my data but when I put arma (1,9) with garch(1,1) the program gives this output:

Error in ==> garchfind at 41
if nargin == 0

??? Output argument "LLF" (and maybe others) not assigned during call to

Error in ==> aEntrada_de_dados_garch at 179
[parameters, stderrors, LLF, ht, resids, summary] = garchfind(ret, models, distributions,
1, 9, 1, 1, options);

Could you help me?

Thank you a lot

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