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Mathworks Econometrics Example Does Work?

Asked by Paul
on 12 Nov 2013
I'm trying to use the econometrics toolbox to estimate a GARCH(1,1) model, i.e., the example given here:
But it chucking the following errors for me pasting the code to the command window?
Error using lagmatrix (line 25) lagmatrix: wrong # of input arguments
Error in arima/estimate>arx0 (line 1671) Y = lagmatrix(YData, L(~isnan(AR))) * AR(~isnan(AR));
Error in arima/estimate (line 732) [AR([I1 I2]),beta,constant,variance,residuals] = arx0(obj, YData, XData);


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