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Thread Subject:
input arguments of type 'double'.

Subject: input arguments of type 'double'.

From: Robert Graham

Date: 15 Dec, 2010 20:52:05

Message: 1 of 4

I am not the most familiar with Matlab, but have been reading through manuals and searching online and can't solve this problem.

I have a simple autoregressive and moving average models for interest rate processes. I have modeled and found coefficients in STATA software, which I am familiar with, but am trying to use the relevant parameters found in STATA to simulate the path say 500 times.

Just to test, I tried a specification for a different model similar to what I found online but can't get it to work. I import my data using xls read, and the data value is "<1080x1 double>". I type:

>> T=500; constant=1; phi = [1.133545 .0421329 -.203955]; ARorder=3;
>> y = armaxfilter_simulate(T, constant, ARorder, phi);

And I get the error:

??? Undefined function or method 'armaxfilter_simulate' for input arguments
of type 'double'.

Can someone please help me on the right track? I just want to simulate processes 1000 times for parameters already found and see how they perform.

Subject: input arguments of type 'double'.

From: Nathan

Date: 15 Dec, 2010 21:01:21

Message: 2 of 4

On Dec 15, 12:52 pm, "Robert Graham" <robert.gra...@mail.mcgill.ca>
wrote:
> I am not the most familiar with Matlab, but have been reading through manuals and searching online and can't solve this problem.
>
> I have a simple autoregressive and moving average models for interest rate processes. I have modeled and found coefficients in STATA software, which I am familiar with, but am trying to use the relevant parameters found in STATA to simulate the path say 500 times.
>
> Just to test, I tried a specification for a different model similar to what I found online but can't get it to work. I import my data using xls read, and the data value is "<1080x1 double>". I type:
>
> >> T=500; constant=1; phi = [1.133545 .0421329 -.203955]; ARorder=3;
> >> y = armaxfilter_simulate(T, constant, ARorder, phi);
>
> And I get the error:
>
> ??? Undefined function or method 'armaxfilter_simulate' for input arguments
> of type 'double'.
>
> Can someone please help me on the right track? I just want to simulate processes 1000 times for parameters already found and see how they perform.

Is armaxfilter_simulate a function on your matlab path?
And if so, are those the right inputs for that function?

Type:
which armaxfilter_simulate

-Nathan

Subject: input arguments of type 'double'.

From: Walter Roberson

Date: 15 Dec, 2010 21:11:51

Message: 3 of 4

On 10-12-15 02:52 PM, Robert Graham wrote:

> ??? Undefined function or method 'armaxfilter_simulate' for input arguments
> of type 'double'.

That routine is part of the MFE Toolbox, which is a third-party toolbox not
provided by Mathworks. It appears to be on www.kevinsheppard.com

Subject: input arguments of type 'double'.

From: Jason

Date: 12 Dec, 2011 15:55:08

Message: 4 of 4

Hey Walter,

Have you solved this issue?
I know it has got to do with setting the path that Matlab starts a new session from, but adding a new path to the existing ones isn't working well for me.
Any enlightenment?


Walter Roberson <roberson@hushmail.com> wrote in message <iebaur$460$1@nrc-news.nrc.ca>...
> On 10-12-15 02:52 PM, Robert Graham wrote:
>
> > ??? Undefined function or method 'armaxfilter_simulate' for input arguments
> > of type 'double'.
>
> That routine is part of the MFE Toolbox, which is a third-party toolbox not
> provided by Mathworks. It appears to be on www.kevinsheppard.com

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