please correct the code..

Can someone please correct the error in the following code:

a0 = 0.05; a1 = 0.1; b1 = 0.85;
nu = randn(2300,1);
epsi = zeros(2300,1);
h = zeros(2300,1);

for i=2: 2300 
    h(i) = a0 + a1 * epsi(i-1)^2 + b1 * h(i-1)  ; 
    epsi(i) = nu(i) * sqrt(h(i));

end

yt = zeros(2300,1);

for i=1: 2300 
    yt(i) = epsi(i)*epsi(i);
end

order = 5;
m = arx(yt, order);

r = resid([yt(1:order);yt], m);
r = r(order+1:end);

yt2 = zeros(2300,1);

for i=1: 2300 
    yt2(i) = yt(i)- r(i);
end

yt2(1:1300) = [];

yt(1:1299)=[];
yt(1001:1001)=[];
r(1:1299)=[];
r(1001:1001)=[];

x = [yt,r];
a = eye(2);
b = zeros(2,1);

opts = optimset('lsqlin');
opts.LargeScale = 'off';
opts.Display = 'none';
coef = lsqlin(x,yt2,-a,-b);

thanks

[Walter Roberson]

duplicates http://www.mathworks.co.uk/matlabcentral/answers/63877-using-lsqlin-when-you-have-a-large-matrix

Answer 1

[Youssef Khmou]

The code is correct, but i made a small change :

 a0 = 0.05;
a1 = 0.1; 
b1 = 0.85;
nu = randn(2300,1);
epsi = zeros(2300,1);
h = zeros(2300,1);

 for i=2: 2300 
    h(i) = a0 + a1 * epsi(i-1)^2 + b1 * h(i-1) ;
    epsi(i) = nu(i) * sqrt(h(i));

 end

 yt = epsi.^2; % no need to use loop to ^2 .

 %for i=1:2300
 %    yt(i) = epsi(i)*epsi(i);
 %end

 order = 5; 
m = arx(yt,order);
r = resid([yt(1:order);yt], m); 
r = r(order+1:end);

 yt2 = zeros(2300,1);

 for i=1:2300
    yt2(i) = yt(i)- r(i); 
 end

 yt2(1:1300) = [];

 yt(1:1299)=[]; 
 yt(1001:1001)=[]; 
 r(1:1299)=[];
 r(1001:1001)=[];

 x = [yt,r];
 a = eye(2); 
 b = zeros(2,1);

 opts = optimset('lsqlin');
 opts.LargeScale = 'off';
opts.Display = 'none'; 
coef = lsqlin(x,yt2,-a,-b);

[dav]

It still gives me the same error

[Youssef Khmou]

hi, i just tried it again, it works, it plot a figure of the "correlation function of the residuals", !!! what kind of error? can you copy and paste the error output ?