qq_31258627的博客

[le,le1]=size(state)%% 状态重复命名c={}for j=1:le1% q=sprintf('State-%d',state(j))q=['\pi',num2str(state(j))]c=[c q];end%% 画图figure('OuterPosition',[737 555 770.4 568]);axes('Position',[0.0941798941798942 0.11 0.878306878306878 0.815]);plot(pai,'Lin.

%% Forecast Conditional Mean and Variance Model% Step 1. Load the data and fit a model.load Data_EquityIdxnasdaq = DataTable.NASDAQ;r = price2ret(nasdaq);N = length(r);model = arima('ARLags',1,'Variance',garch(1,1),... 'Distribution',.