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?parameter?estimates?of?various?models.?The?LLF?
%?????values?are?assumed?to?be?obtained?from?the?estimation?function?GARCHFIT
%?????or?the?inference?function?GARCHINFER.?Type?“help?garchfit“?or?“help?
%?????garchinfer“?for?details.
%
%???NumParams?-?Number?of?estimated?parameters?associated?with?each?value?
%?????in?LLF.?NumParams?may?be?a?scalar?applied?to?all?values?in?LLF?or?a?
%?????vector?the?same?length?as?LLF.?All?elements?of?NumParams?must?be?
%?????positive?integers.?NumParams?may?be?obtained?from?the?function?
%?????GARCHCOUNT.?Type?“help?garchcount“?for?details.
%
%?Optional?Input:
%???NumObs?-?Sample?sizes?of?the?observed?return?series?associated?with?each?
%?????value?of?LLF.?NumObs?is?required?for?computing?BIC?but?is?not?needed?
%?????for?AIC.?NumObs?may?be?a?scalar?applied?to?all?values?in?LLF?or?a?
%?????vector?the?same?length?as?LLF.?All?elements?NumObs?must?be?positive?
%?????integers.?
%
%?Outputs:
%???AIC?-?Vector?of?AIC?statistics?associated?with?each?LLF?objective
%?????function?value.?The?AIC?statistic?is?defined?as:
%
%??????????????AIC?=?-2*LLF??+??2*NumParams
%
%???BIC?-?Vector?of?BIC?statistics?associated?with?each?LLF?objective
%?????function?value.?The?BIC?statistic?is?defined?as:
%
%??????????????BIC?=?-2*LLF??+??NumParams*Log（NumObs）
%
%?See?also?GARCHFIT?GARCHINFER?GARCHCOUNT?GARCHDISP.

%???Copyright?1999-2003?The?MathWorks?Inc.???
%???$Revision:?1.7.4.1?$???$Date:?2003/05/08?21:45:13?$

%
%?References:
%???Box?G.E.P.?Jenkins?G.M.?Reinsel?G.C.?“Time?Series?Analysis:?
%?????Forecasting?and?Control“?3rd?edition?Prentice?Hall?1994.
%

%
%?Ensure?the?optimized?LLF?is?a?vector.
%

rowLLF??=??logical（0）;

if?prod（size（LLF））?==?length（LLF）???%?Check?for?a?vector.
???rowLLF??=??size（LLF1）?==?1;?????%?Flag?a?row?vector?for?outputs.
???LLF?????=??LLF（:）;???????????????%?Convert?to?a?column?vector.
else
???error（‘GARCH:aicbic:NonVectorLLF‘??‘?‘‘LLF‘‘?must?be?a?vector.‘）;
end

%
%?Ensure?NUMPARAMS?is?a?scalar?or?compatible?vector?of?positive?integers.
%

if?（nargin?
???error（‘GARCH:aicbic:UnspecifiedNumParams‘??‘?Number?of?parameters?‘‘NumParams‘‘?must?be

?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