資源簡介
用于時(shí)間序列金融模型分析工具,GARCH模型
代碼片段和文件信息
function?[AIC??BIC]?=?aicbic(LLF??numParams??numObs)
%AICBIC?Akaike?and?Bayesian?information?criteria?for?model?order?selection.
%???Given?optimized?log-likelihood?function?(LLF)?values?obtained?by?fitting?
%???models?of?the?conditional?mean?and?variance?to?a?univariate?return?series?
%???compute?the?Akaike?(AIC)?and?Bayesian?(BIC)?information?criteria.?Since?
%???information?criteria?penalize?models?with?additional?parameters?AIC?and?
%???BIC?are?model?order?selection?criteria?based?on?parsimony.?When?using?
%???either?AIC?or?BIC?models?that?minimize?the?criteria?are?preferred.
%
%???[AIC??BIC]?=?aicbic(LLF??NumParams??NumObs)
%
%???Optional?Inputs:?NumObs
%
%?Inputs:
%???LLF?-?Vector?of?optimized?log-likelihood?objective?function?(LLF)
%?????values?associated?with
?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????文件???????5036??2003-05-09?01:45??garch\aicbic.m
?????文件???????7701??2003-05-09?01:45??garch\archtest.m
?????文件???????8128??2003-05-09?01:45??garch\autocorr.m
?????文件???????2450??2007-02-01?10:42??garch\Contents.m
?????文件???????6608??2003-05-09?01:45??garch\crosscorr.m
?????文件??????38492??2005-12-13?02:20??garch\dfARDTest.m
?????文件??????29016??2005-12-13?02:20??garch\dfARTest.m
?????文件??????38623??2005-12-13?02:20??garch\dfTSTest.m
?????文件???????9728??2007-01-17?14:53??garch\egarchllf.mexw32
?????文件???????1265??2007-01-17?14:53??garch\egarchllf.mexw32.csf
?????文件??????19423??2003-05-09?01:45??garch\egarchllfn.m
?????文件??????20801??2003-05-09?01:45??garch\egarchllft.m
?????文件???????6254??2003-05-09?01:45??garch\garchar.m
?????文件???????4433??2003-05-09?01:45??garch\garchcount.m
?????文件??????10162??2003-05-09?01:45??garch\garchdisp.m
?????文件?????119265??2005-06-18?00:26??garch\garchfit.m
?????文件??????11917??2003-05-09?01:45??garch\garchget.m
?????文件??????27599??2003-05-09?01:45??garch\garchinfer.m
?????文件??????10752??2007-01-17?14:53??garch\garchllf.mexw32
?????文件???????1277??2007-01-17?14:53??garch\garchllf.mexw32.csf
?????文件??????20237??2003-05-09?01:45??garch\garchllfn.m
?????文件??????21337??2003-05-09?01:45??garch\garchllft.m
?????文件???????6440??2003-05-09?01:45??garch\garchma.m
?????文件???????4109??2003-05-09?01:45??garch\garchplot.m
?????文件??????35493??2003-05-09?01:45??garch\garchpred.m
?????文件??????54580??2005-01-20?01:47??garch\garchset.m
?????文件??????58413??2005-06-18?00:26??garch\garchsim.m
?????文件???????9728??2007-01-17?14:53??garch\gjrllf.mexw32
?????文件???????1231??2007-01-17?14:53??garch\gjrllf.mexw32.csf
?????文件??????18559??2003-05-09?01:45??garch\gjrllfn.m
............此處省略20個(gè)文件信息
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