Econometrics Toolbox output handling

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dav le 4 Juin 2014

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https://fr.mathworks.com/matlabcentral/answers/132320-econometrics-toolbox-output-handling

Réponse apportée : Roger Wohlwend le 10 Juin 2014

Hello,

I am using some built in functions of the Econometrics Toolbox ver 3.0.

Specifically I am using the function called "garch" in my code. I just need to get ONLY the parameter estimates from this function. However, every time I run this function it gives me a very descriptive output. Is there a way to disable that descriptive type output please?

Sample output which I DON"T need is as follows: I dont need it displayed!

GARCH(1,1) Conditional Variance Model: ----------------------------------------

      Conditional Probability Distribution: Gaussian
                                    Standard          t     
       Parameter       Value          Error       Statistic 
      -----------   -----------   ------------   -----------
       Constant       0.074645     0.0309142        2.41459
       GARCH{1}       0.411828      0.151601        2.71652
        ARCH{1}       0.280587      0.105088        2.67003
         Offset      0.0109151     0.0245524       0.444563
      GARCH(0,5) Conditional Variance Model:
      ----------------------------------------
      Conditional Probability Distribution: Gaussian
                                    Standard          t     
       Parameter       Value          Error       Statistic 
      -----------   -----------   ------------   -----------
       Constant       0.117868      0.126963       0.928362
        ARCH{1}       0.293977      0.111917        2.62675
        ARCH{2}      0.0781783      0.336502       0.232327
        ARCH{5}        0.13276      0.136348       0.973686

Can someone please help me with this issue?

Code:

Mdl1 = garch('Offset',NaN,'GARCHLags',1,'ARCHLags',1);
[EstMdl1,EstParamCov1,logL(1)] = estimate(Mdl1,utl);
numParams(1) = sum(any(EstParamCov1));
Mdl2 = garch(5,5);
[EstMdl1,EstParamCov2,logL(2)] = estimate(Mdl2,utl);
numParams(2) = sum(any(EstParamCov2));