spec=garchset('R',12,'M',13,'display','off'); 为什么R不能取大于5的阶数?
R取值超过5时:matlab 显示:
??? Subscript indices must either be real positive integers or logicals.
Error in ==> garchfit>arma0 at 1715
C = toeplitz(covariance(M+1:M+R) , covariance(i));
Error in ==> garchfit at 575
[AR , MA , C , unconditionalVariance] = arma0(y , R , M);
Error in ==> PU_try_arma_2010_10_25 at 67
[coeffX,errorsX,LLFX]=garchfit(spec,x);