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2016-08-13
最近在做DCC-GARCH模型,之前从来没搞过GARCH模型,所以有很多的问题,下面是在利用MTALB中的Ucsd_garch工具箱中DCC-GARCH模型程序,运行出现下面的错误。
Estimating GARCH model for Series 3
Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.
Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set
LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.
> In fmincon at 454
  In fattailed_garch at 198
  In dcc_mvgarch at 82
Warning: Your current settings will produce an error in a future release.
> In fmincon at 471
  In fattailed_garch at 198
  In dcc_mvgarch at 82
Estimating GARCH model for Series 4
Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.
Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set
LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.
> In fmincon at 454
  In fattailed_garch at 198
  In dcc_mvgarch at 82
Warning: Your current settings will produce an error in a future release.
> In fmincon at 471
  In fattailed_garch at 198
  In dcc_mvgarch at 82
Error using optimset (line 199)
The LevenbergMarquardt option is no longer valid. Set the Algorithm option instead.


Error in dcc_mvgarch (line 91)
options  =  optimset(options , 'LevenbergMarquardt' , 'on');

大神们有什么解决方案吗?新人求救。
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