【发布时间】:2016-10-13 13:47:14
【问题描述】:
你好,我有这个脚本
load Data_GlobalIdx1 % Import daily index closings
nIndices = size(Data,2); % # of indices
weights = repmat(1/nIndices, nIndices, 1); % Equally weighted portfolio
returns = price2ret(Data,[],'Periodic') * weights; % Arithmetic returns
returns = log(1 + returns); % Logarithmic returns
T = size(returns, 1); % Historical sample size
model = arima('AR', NaN, 'Distribution', 't', 'Variance', egarch(1,1));
options = optimset('fmincon');
options = optimset(options, 'Display' , 'off', 'Diagnostics', 'off', ...
'Algorithm', 'sqp', 'TolCon' , 1e-7);
fit = estimate(model, returns, 'options', options); % Fit the model
当我在命令窗口上启动 ARMA/GARCH 的最后一个函数 MATLAB pritns 结果时。我不想要那个。谁能建议我如何阻止它?它打印的示例如下:
ARIMA(1,0,0) Model:
--------------------
Conditional Probability Distribution: t
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant 0.000213763 0.000124705 1.71414
AR{1} 0.185495 0.0199051 9.31898
DoF 12.6492 2.7037 4.67846
EGARCH(1,1) Conditional Variance Model:
--------------------------------------
Conditional Probability Distribution: t
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant -0.133661 0.030071 -4.44486
GARCH{1} 0.986387 0.00309071 319.146
ARCH{1} 0.133832 0.0190058 7.04166
Leverage{1} -0.091885 0.0121515 -7.56164
DoF 12.6492 2.7037 4.67846
谢谢
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标签: matlab printing estimation