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garchget

Get ARMAX/GARCH model specification parameters

garchget has been removed. Use arima, garch, egarch, or gjr instead.

Syntax

ParameterValue = garchget(Spec,ParameterName)

Description

ParameterValue = garchget(Spec,ParameterName) returns the value of the specified parameter from the GARCH specification structure Spec.

Input Arguments

Spec

GARCH specification structure returned by garchset, or the output (Coeff) of the estimation function garchfit.

ParameterName

String indicating the name of the parameter whose value garchget extracts from Spec. It is sufficient to type only the leading characters that uniquely identify a parameter name. See garchset for a list of valid parameter names. ParameterName is case insensitive.

Output Arguments

ParameterValue

Value of the named parameter extracted from the structure Spec. garchget returns the appropriate model default value if the specified parameter is undefined in the specification structure.

Examples

  1. Create a GARCH(P=1, Q=1) model spec:

    Spec = garchset('P', 1, 'Q', 1)
    
    Spec = 
    
              Comment: 'Mean: ARMAX(0,0,?); Variance: GARCH(1,1) '
         Distribution: 'Gaussian'
                    C: []
        VarianceModel: 'GARCH'
                    P: 1
                    Q: 1
                    K: []
                GARCH: []
                 ARCH: []
    
  2. Retrieve the value of the parameter P:

    P = garchget(Spec, 'P')        % Retrieve the order P
    
    P =
    
         1
    

See Also

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