概述
??? Error using ==> svd
Input to SVD must not contain NaN or Inf.
Error in ==> pinv at 29
[U,S,V] = svd(A,0);
Error in ==> qpsub at 461
projSD = pinv(projH)*(-Zgf);
Error in ==> nlconst at 680
[SD,lambda,exitflagqp,outputqp,howqp,ACTIND] ...
Error in ==> fmincon at 758
[X,FVAL,LAMBDA,EXITFLAG,OUTPUT,GRAD,HESSIAN]=...
Error in ==> garchfit at 904
[coefficients,logL,exitFlag,output,lambda] = ...
Error in ==> ceshi2 at 31
[EstSpec,EstSE,logL,e,sigma,summary] = garchfit(spec1,ts);
部分代码:
spec1=garchset('P',p,'Q',q,'R',r,'M',m,'Display','off');
[EstSpec,EstSE,logL,e,sigma,summary] = garchfit(spec1,ts);
NumParams=garchcount(EstSpec);
[aic,bic]=aicbic(logL,NumParams,length(ts));
最后
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