How to avoid GARCH estimation model to show output in the command window?
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I am trying to estimate the oil price volatility using GARCH model, and I try to use a 4 year-rolling window to estimate the GARCH parameters so that i could get many parameters for different periods. Thus I wrote a "for" loop, but in every loop matlab will show the whole output table for the estimated GARCH model, which makes it forever to finish the loop. I already put ";" at the end of each line but it didn't help. Below is part of the codes:
Mdl = arima('ARLags',7,'Variance',garch(1,1));
for i=1:4835;
EstMdlGARCH_i=estimate(Mdl,r(i:i+843));
A(i,:)=[EstMdlGARCH_i.Variance.GARCH,EstMdlGARCH_i.Variance.ARCH];
end;
Your helps are appreciated!
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Hang Qian
am 19 Aug. 2016
Hi Haoqing,
To suppress display, we can add a name-value pair 'Display', say
EstMdlGARCH_i=estimate(Mdl,r(i:i+843),'Display','off');
- Hang Qian
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