# filter

Filter disturbances through conditional variance model

## Description

returns the table or timetable `Tbl2`

= filter(`Mdl`

,`Tbl1`

)`Tbl2`

containing the results
from filtering the paths of disturbances in the input table or timetable
`Tbl1`

through `Mdl`

. The disturbance
variable in `Tbl1`

is associated with the model innovations
process through `Mdl`

. * (since R2023a)*

`filter`

selects the response variable named in
`Mdl.SeriesName`

or the sole variable in
`Tbl1`

. To select a different disturbance variable in
`Tbl1`

to filter through the model, use the
`DisturbanceVariable`

name-value argument.

`[___] = filter(___,`

specifies options using one or more name-value arguments in
addition to any of the input argument combinations in previous syntaxes.
`Name,Value`

)`filter`

returns the output argument combination for the
corresponding input arguments. For example, `filter(Mdl,Z,Z0=PS)`

filters the
numeric vector of disturbances `Z`

through the conditional
variance model `Mdl`

and specifies the numeric vector of
presample disturbance data `PS`

to initialize the model.

## Examples

### Filter Numeric Vector Containing Disturbance Path

Demonstrate that `simulate`

and `filter`

can return equal quantities. Supply data in a numeric vector.

Specify a GARCH(1,1) model with Gaussian innovations.

Mdl = garch(Constant=0.005,GARCH=0.8,ARCH=0.1);

Simulate the model using Monte Carlo simulation. Then, standardize the simulated innovations and filter them.

```
rng(1) % For reproducibility
[vs,es] = simulate(Mdl,100,E0=0,V0=0.05);
Z = es./sqrt(vs);
[vf,ef] = filter(Mdl,Z,Z0=0,V0=0.05);
```

Confirm that the outputs of `simulate`

and `filter`

are identical.

norm(vs-vf)

ans = 0

A norm of 0 indicates that the two outputs are identical.

### Filter Timetable of Disturbance Data Through GARCH Model

*Since R2023a*

Fit a GARCH(1,1) model to the average weekly closing NASDAQ returns, and then filter a randomly generated series of disturbances through the estimated model. Supply timetables of data throughout the process.

Load the U.S. equity indices data `Data_EquityIdx.mat`

.

`load Data_EquityIdx`

The timetable `DataTimeTable`

contains the daily NASDAQ closing prices, among other indices.

Compute the weekly average closing prices of all timetable variables.

`DTTW = convert2weekly(DataTimeTable,Aggregation="mean");`

Compute the weekly returns.

DTTRet = price2ret(DTTW); DTTRet.Interval = []; T = height(DTTRet)

T = 626

Plot the weekly NASDAQ returns.

```
figure
plot(DTTRet.Time,DTTRet.NASDAQ)
title("NASDAQ Weekly Returns")
```

The returns exhibit volatility clustering.

When you plan to supply a timetable, you must ensure it has all the following characteristics:

The selected response variable is numeric and does not contain any missing values.

The timestamps in the

`Time`

variable are regular, and they are ascending or descending.

Remove all missing values from the timetable, relative to the NASDAQ returns series.

```
DTTRet = rmmissing(DTTRet,DataVariables="NASDAQ");
numobs = height(DTTRet)
```

numobs = 626

Because all sample times have observed NASDAQ returns, `rmmissing`

does not remove any observations.

Determine whether the sampling timestamps have a regular frequency and are sorted.

`areTimestampsRegular = isregular(DTTRet,"weeks")`

`areTimestampsRegular = `*logical*
1

areTimestampsSorted = issorted(DTTRet.Time)

`areTimestampsSorted = `*logical*
1

`areTimestampsRegular = 1`

indicates that the timestamps of `DTTRet`

represent a regular weekly sample. `areTimestampsSorted = 1`

indicates that the timestamps are sorted.

Specify a GARCH(1,1) model, and fit it to the series. Name the response series of the model `NASDAQ`

by using dot notation.

```
Mdl = garch(1,1);
Mdl.SeriesName = "NASDAQ";
EstMdl = estimate(Mdl,DTTRet);
```

GARCH(1,1) Conditional Variance Model (Gaussian Distribution): Value StandardError TStatistic PValue __________ _____________ __________ __________ Constant 1.7406e-06 8.9077e-07 1.9541 0.050694 GARCH{1} 0.65947 0.059314 11.118 1.0229e-28 ARCH{1} 0.33773 0.079595 4.2431 2.2044e-05

`estimate`

fits the model to the response data in the `NASDAQ`

variable of `DTTRet`

because the name matches the name of the response variable in `Mdl.SeriesName`

. Alternatively, you can specify the response variable by using the `ResponseVariable`

name-value argument.

Generate 2 random, independent series of length `T`

from the standard Gaussian distribution. Store the matrix of series as one variable in `DTTRet`

.

```
rng(1) % For reproducibility
DTTRet.Z = randn(T,2);
```

`DTTRet`

contains a new variable called `Z`

containing a `T`

-by-2 matrix of five disturbance paths.

Filter the paths of disturbances through the estimated GARCH model. Specify the table variable name containing the disturbance paths.

`Tbl2 = filter(EstMdl,DTTRet,DisturbanceVariable="Z")`

`Tbl2=`*626×5 timetable*
Time NYSE NASDAQ Z NASDAQ_Variance NASDAQ_Response
___________ ___________ ___________ _____________________ ________________________ ________________________
12-Jan-1990 -0.0031597 -0.0026701 -0.64901 -0.50964 0.00059062 0.00045179 -0.015773 -0.010833
19-Jan-1990 -0.0038123 -0.0039103 1.1812 0.088893 0.00047526 0.00033931 0.02575 0.0016374
26-Jan-1990 -0.0040706 -0.0039139 -0.75845 -0.019698 0.00053909 0.00022641 -0.01761 -0.0002964
02-Feb-1990 -0.00099691 -0.0033847 -1.1096 -0.73807 0.00046199 0.00015108 -0.02385 -0.009072
09-Feb-1990 0.0022796 0.0031891 -0.84555 -1.1522 0.00049852 0.00012917 -0.018879 -0.013095
16-Feb-1990 -0.00021948 0.00037747 -0.57266 -1.9476 0.00045087 0.00014483 -0.01216 -0.023439
23-Feb-1990 -0.0022725 -0.0018693 -0.55868 0.026296 0.00034901 0.0002828 -0.010437 0.00044221
02-Mar-1990 0.0019481 0.0012208 0.17838 -0.82589 0.00026869 0.0001883 0.002924 -0.011333
09-Mar-1990 0.0022677 0.0026984 -0.19686 -0.71799 0.00018182 0.0001693 -0.0026545 -0.0093421
16-Mar-1990 0.00029781 0.0012667 0.58644 -1.941 0.00012403 0.00014286 0.006531 -0.0232
23-Mar-1990 0.00027271 0.00042646 -0.85189 0.98755 9.7937e-05 0.00027773 -0.0084306 0.016458
30-Mar-1990 0.00022176 -0.00052576 0.80032 -1.6631 9.0331e-05 0.00027637 0.0076065 -0.027648
06-Apr-1990 0.00016495 -0.0010113 -1.5094 2.0633 8.0852e-05 0.00044216 -0.013572 0.043387
13-Apr-1990 0.00050551 -0.00037366 0.87587 -2.082 0.00011727 0.00092908 0.009485 -0.063462
20-Apr-1990 -0.00072855 -0.00042758 -0.24279 0.27316 0.00010946 0.0019746 -0.0025402 0.012138
27-Apr-1990 -0.0039166 -0.0039974 0.16681 -2.3767 7.6106e-05 0.0013537 0.0014553 -0.087447
⋮

`Tbl2`

is a 626-by-5 timetable containing all variables in `DTTRet`

, the two filtered conditional variance paths `NASDAQ_Variance`

, and the two filtered response paths `NASDAQ_Response`

.

### Filter Multiple Disturbance Paths Through EGARCH Model

Specify an EGARCH(1,1) model with Gaussian innovations.

```
Mdl = egarch(Constant=-0.1,GARCH=0.8,ARCH=0.3, ...
Leverage=-0.05);
```

Simulate 25 series of standard Gaussian observations for 100 periods.

```
rng(1); % For reproducibility
Z = randn(100,25);
```

`Z`

represents 25 paths of synchronized disturbances for 100 periods.

Obtain 25 paths of conditional variances by filtering the disturbance paths through the EGARCH(1,1) model.

V = filter(Mdl,Z);

Plot the paths of conditional variances.

figure; plot(V); title("Conditional Variance Paths"); xlabel("Periods");

### Filter Disturbances Through GJR Model Specifying Presample Observations

Specify a GJR(1,2) model with Gaussian innovations.

```
Mdl = gjr(Constant=0.005,GARCH=0.8,ARCH={0.1 0.01}, ...
Leverage={0.05 0.01});
```

Simulate 25 series of standard Gaussian observations for 102 periods.

```
rng(1); % For reproducibility
Z = randn(102,25);
```

`Z`

represents 25 paths of synchronized disturbances for 102 periods.

Obtain 25, 100 period paths of conditional variances by filtering the disturbance paths through the GJR(1,2) model. Specify the first two disturbances as presample observations.

V = filter(Mdl,Z(3:end,:),Z0=Z(1:2,:));

Plot the paths of conditional variances.

figure plot(V) title("Conditional Variance Paths"); xlabel("Periods");

## Input Arguments

`Z`

— Disturbance paths *z*_{t}

numeric column vector | numeric matrix

_{t}

Disturbance paths *z _{t}* used to
drive the output innovation process

*ε*, specified as a

_{t}`numobs`

-by-1 numeric vector or
`numobs`

-by-`numpaths`

numeric matrix.
Given the variance process
*σ*

_{t}^{2}, the innovation process is

$${\epsilon}_{t}={\sigma}_{t}{z}_{t}.$$

As a column vector, `Z`

represents a single path of the
underlying disturbance series.

As a matrix, the rows of `Z`

correspond to periods. The
columns correspond to separate paths. The observations across any row occur
simultaneously.

The last element or row of `Z`

contains the latest
observation.

`Tbl1`

— Time series data

table | timetable

*Since R2023a*

Time series data containing observed disturbance variable
*z _{t}*, associated with the
model innovations process

*ε*, specified as a table or timetable with

_{t}`numvars`

variables
and `numobs`

rows. You can optionally select a disturbance
variable by using the `DisturbanceVariable`

name-value
argument.Given the variance process
*σ _{t}*

^{2}, the innovation process is

$${\epsilon}_{t}={\sigma}_{t}{z}_{t}.$$

The selected variable is a single path (`numobs`

-by-1
vector) or multiple paths
(`numobs`

-by-`numpaths`

matrix) of
`numobs`

observations of disturbance data. Each row is
an observation, and measurements in each row occur simultaneously.

Each path (column) of the selected variable is independent of the other paths.

If `Tbl1`

is a timetable, it must represent a sample
with a regular datetime time step (see `isregular`

), and the datetime
vector `Tbl1.Time`

must be strictly ascending or
descending.

If `Tbl1`

is a table, the last row contains the latest
observation.

### Name-Value Arguments

Specify optional pairs of arguments as
`Name1=Value1,...,NameN=ValueN`

, where `Name`

is
the argument name and `Value`

is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.

*
Before R2021a, use commas to separate each name and value, and enclose*
`Name`

*in quotes.*

**Example: **`filter(Mdl,Z,Z0=[1 1;0.5 0.5],V0=[1 0.5;1 0.5])`

specifies two equivalent presample paths of disturbances and two different presample
paths of conditional variances.

`DisturbanceVariable`

— Variable to select from `Tbl1`

to treat as disturbance variable *z*_{t}

string scalar | character vector | integer | logical vector

_{t}

*Since R2023a*

Variable to select from `Tbl1`

to treat as the
disturbance variable *z _{t}* to
filter through

`Mdl`

, specified as one of the
following data types:String scalar or character vector containing a variable name in

`Tbl1.Properties.VariableNames`

Variable index (positive integer) to select from

`Tbl1.Properties.VariableNames`

A logical vector, where

`DisturbanceVariable(`

selects variable) = true`j`

from`j`

`Tbl1.Properties.VariableNames`

The selected variable must be a numeric vector and cannot contain
missing values (`NaN`

).

If `Tbl1`

has one variable, the default specifies
that variable. Otherwise, the default matches the variable to names in
`Mdl.SeriesName`

.

**Example: **`DisturbanceVariable="StockRateDist"`

**Example: **```
DisturbanceVariable=[false false true
false]
```

or `DisturbanceVariable=3`

selects
the third table variable as the disturbance variable.

**Data Types: **`double`

| `logical`

| `char`

| `cell`

| `string`

`Z0`

— Presample disturbance paths *z*_{t}

numeric column vector | numeric matrix

_{t}

Presample disturbance paths
*z _{t}*, specified as a

`numpreobs`

-by-1 numeric vector or
`numpreobs`

-by-`numprepaths`

matrix. `Z0`

provides initial values for the input
disturbance paths `Z`

. Use `Z0`

only
when you supply the numeric array of disturbances
`Z`

.`numpreobs`

is the number of presample observations.
`numprepaths`

is the number of presample response
paths.

Each row is a presample observation, and measurements in each row
occur simultaneously. The last row contains the latest presample
observation. `numpreobs`

must be at least
`Mdl.Q`

. If `numpreobs`

>
`Mdl.Q`

, `filter`

uses the
latest required number of observations only.

If

`Z0`

is a column vector, it represents a single path of the underlying disturbance series.`filter`

applies it to each output path.If

`Z0`

is a matrix, each column represents a presample path of the underlying disturbance series.`numprepaths`

must be at least`numpaths`

. If`numprepaths`

>`numpaths`

,`filter`

uses the first`size(Z,2)`

columns only.

By default, `filter`

sets any necessary
presample disturbances to an independent sequence of standardized
disturbances drawn from `Mdl.Distribution`

.

**Data Types: **`double`

`V0`

— Positive presample conditional variance paths *σ*_{t}^{2}

positive column vector | positive matrix

_{t}

Positive presample conditional variance paths
*σ _{t}*

^{2}, specified as a

`numpreobs`

-by-1 positive column vector
or `numpreobs`

-by-`numprepaths`

positive matrix. `V0`

provides initial values for the
conditional variances in the model. Use `V0`

only when
you supply the numeric array of disturbances
`Z`

.To initialize the conditional variance model,
`numpreobs`

must be at least ```
max([Mdl.P
Mdl.Q])
```

. If `numpreobs`

>
`max([Mdl.P Mdl.Q])`

,
`filter`

uses the latest required number of
observations only. The last element or row contains the latest
observation.

If

`V0`

is a column vector, it represents a single path of the conditional variance series.`filter`

applies it to each output path.If

`V0`

is a matrix,`numprepaths`

must be at least`numpaths`

. If`numprepaths`

>`numpaths`

,`filter`

uses the first`size(Z,2)`

columns only.

By default, `filter`

sets any necessary
presample conditional variances to the unconditional variance of the
process.

**Data Types: **`double`

`Presample`

— Presample data

table | timetable

*Since R2023a*

Presample data containing paths of innovation
*ε _{t}* or conditional
variance

*σ*

_{t}^{2}series to initialize the model, specified as a table or timetable, the same type as

`Tbl1`

, with
`numprevars`

variables and
`numpreobs`

rows. Use
`Presample`

only when you supply a table or
timetable of data `Tbl1`

.Each selected variable is a single path
(`numpreobs`

-by-1 vector) or multiple paths
(`numpreobs`

-by-`numprepaths`

matrix) of `numpreobs`

observations representing the
presample of the disturbance or conditional variance series for
`DisturbanceVariable`

, the selected disturbance
variable in `Tbl1`

.

Each row is a presample observation, and measurements in each row
occur simultaneously. `numpreobs`

must be one of the
following values:

`Mdl.Q`

when`Presample`

provides only presample disturbances`max([Mdl.P Mdl.Q])`

when`Presample`

provides presample conditional variances

If you supply more rows than necessary,
`filter`

uses the latest required number of
observations only.

If `Presample`

is a timetable, all the following
conditions must be true:

`Presample`

must represent a sample with a regular datetime time step (see`isregular`

).The inputs

`Tbl1`

and`Presample`

must be consistent in time such that`Presample`

immediately precedes`Tbl1`

with respect to the sampling frequency and order.The datetime vector of sample timestamps

`Presample.Time`

must be ascending or descending.

If `Presample`

is a table, the last row contains
the latest presample observation.

By default, `filter`

sets any necessary
presample disturbances to an independent sequence of standardized
disturbances drawn from `Mdl.Distribution`

, and it
sets any necessary presample conditional variances to the unconditional
variance of the process characterized by
`Mdl`

.

If you specify the `Presample`

, you must specify
the presample disturbance or conditional variance names by using the
`PresampleDisturbanceVariable`

or
`PresampleVarianceVariable`

name-value
argument.

`PresampleDisturbanceVariable`

— Variable of `Presample`

containing presample disturbance paths *z*_{t}

string scalar | character vector | integer | logical vector

_{t}

*Since R2023a*

Variable of `Presample`

containing presample
disturbance paths *z _{t}*,
specified as one of the following data types:

String scalar or character vector containing a variable name in

`Presample.Properties.VariableNames`

Variable index (positive integer) to select from

`Presample.Properties.VariableNames`

A logical vector, where

`PresampleDisturbanceVariable(`

selects variable) = true`j`

from`j`

`Presample.Properties.VariableNames`

The selected variable must be a numeric matrix and cannot contain
missing values (`NaN`

s).

If you specify presample disturbance data by using the
`Presample`

name-value argument, you must specify
`PresampleDisturbanceVariable`

.

**Example: **`PresampleDisturbanceVariable="StockRateDist0"`

**Example: **```
PresampleDisturbanceVariable=[false false true
false]
```

or
`PresampleDisturbanceVariable=3`

selects the third
table variable as the presample disturbance variable.

**Data Types: **`double`

| `logical`

| `char`

| `cell`

| `string`

`PresampleVarianceVariable`

— Variable of `Presample`

containing data for the presample conditional variances *σ*_{t}^{2}

string scalar | character vector | integer | logical vector

_{t}

*Since R2023a*

Variable of `Presample`

containing data for the presample conditional
variances
*σ _{t}*

^{2}, specified as one of the following data types:

String scalar or character vector containing a variable name in

`Presample.Properties.VariableNames`

Variable index (positive integer) to select from

`Presample.Properties.VariableNames`

A logical vector, where

`PresampleVarianceVariable(`

selects variable) = true`j`

from`j`

`Presample.Properties.VariableNames`

The selected variable must be a numeric vector and cannot contain missing values
(`NaN`

s).

If you specify presample conditional variance data by using the `Presample`

name-value argument, you must specify `PresampleVarianceVariable`

.

**Example: **`PresampleVarianceVariable="StockRateVar0"`

**Example: **`PresampleVarianceVariable=[false false true false]`

or `PresampleVarianceVariable=3`

selects the third table variable as the presample conditional variance variable.

**Data Types: **`double`

| `logical`

| `char`

| `cell`

| `string`

**Note**

`NaN`

values in`Z`

,`Z0`

, and`V0`

indicate missing values.`filter`

removes missing values from specified data by list-wise deletion.For the presample,

`filter`

horizontally concatenates`Z0`

and`V0`

, and then it removes any row of the concatenated matrix containing at least one`NaN`

.For in-sample data

`Z`

,`filter`

removes any row containing at least one`NaN`

.

This type of data reduction reduces the effective sample size and can create an irregular time series.

For numeric data inputs,

`filter`

assumes that you synchronize the presample data such that the latest observations occur simultaneously.`filter`

issues an error when any table or timetable input contains missing values.

## Output Arguments

`V`

— Filtered conditional variance paths *σ*_{t}^{2}

numeric column vector | numeric matrix

_{t}

Filtered conditional variance paths
*σ _{t}*

^{2}, returned as a

`numobs`

-by-1 numeric column vector or
`numobs`

-by-`numpaths`

numeric matrix.
`V`

represents the conditional variances of the
mean-zero, heteroscedastic innovations associated with
`Y`

. `filter`

returns
`V`

only when you supply the input
`Z`

.The dimensions of `V`

and `Z`

are
equivalent. If `Z`

is a matrix, then the columns of
`V`

are the conditional variance paths corresponding to
the columns of `Z`

.

Rows of `V`

are periods corresponding to the periodicity
of `Z`

.

`Y`

— Filtered response paths *y*_{t}

numeric column vector | numeric matrix

_{t}

Filtered response paths *y _{t}*,
returned as a

`numobs`

-by-1 numeric column vector or
`numobs`

-by-`numpaths`

.
`Y`

usually represents a mean-zero, heteroscedastic
time series of innovations with conditional variances given in
`V`

. `filter`

returns
`Y`

only when you supply the input
`Z`

.`Y`

can also represent a time series of mean-zero,
heteroscedastic innovations plus an offset. If `Mdl`

includes an offset, then `filter`

adds the offset to
the underlying mean-zero, heteroscedastic innovations. Therefore,
`Y`

represents a time series of offset-adjusted
innovations.

If `Z`

is a matrix, then the columns of
`Y`

are the response paths corresponding to the columns
of `Z`

.

Rows of `Y`

are periods corresponding to the periodicity
of `Z`

.

`Tbl2`

— Filtered conditional variance *σ*_{t}^{2} and
response *y*_{t} paths

table | timetable

_{t}

_{t}

*Since R2023a*

Filtered conditional variance
*σ _{t}*

^{2}and response

*y*paths, returned as a table or timetable, the same data type as

_{t}`Tbl1`

.
`filter`

returns `Tbl2`

only
when you supply the input `Tbl1`

.`Tbl2`

contains the following variables:

The filtered conditional variances paths, which are in a

`numobs`

-by-`numpaths`

numeric matrix, with rows representing observations and columns representing independent paths, each corresponding to the input observations and paths of the disturbance variable in`Tbl1`

.`filter`

names the filtered conditional variance variable in`Tbl2`

, where_Variance`responseName`

is`responseName`

`Mdl.SeriesName`

. For example, if`Mdl.SeriesName`

is`StockReturns`

,`Tbl2`

contains a variable for the corresponding filtered response paths with the name`StockReturns_Variance`

.The filtered response paths, which are in a

`numobs`

-by-`numpaths`

numeric matrix, with rows representing observations and columns representing independent paths, each corresponding to the input observations and paths of the disturbance variable in`Tbl1`

.`filter`

names the filtered response variable in`Tbl2`

, where_Response`responseName`

is`responseName`

`Mdl.SeriesName`

. For example, if`Mdl.SeriesName`

is`StockReturns`

,`Tbl2`

contains a variable for the corresponding filtered conditional variance paths with the name`StockReturns_Response`

.All variables

`Tbl1`

.

If `Tbl1`

is a timetable, row times of
`Tbl1`

and `Tbl2`

are
equal.

## Alternatives

`filter`

generalizes `simulate`

. Both function filter a series of disturbances to produce
output responses and conditional variances. However, `simulate`

autogenerates a series of mean-zero, unit-variance, independent and identically
distributed (iid) disturbances according to the distribution in the conditional variance
model object, `Mdl`

. In contrast, `filter`

lets you directly specify your own disturbances.

## References

[1] Bollerslev, T. “Generalized Autoregressive Conditional Heteroskedasticity.”
*Journal of Econometrics.* Vol. 31, 1986, pp. 307–327.

[2] Bollerslev, T. “A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.”
*The Review of Economics and Statistics*. Vol. 69, 1987, pp. 542–547.

[3] Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. *Time Series Analysis: Forecasting and Control*. 3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.

[4] Enders, W. *Applied Econometric Time Series*. Hoboken, NJ: John Wiley & Sons, 1995.

[5] Engle, R. F. “Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation.”
*Econometrica*. Vol. 50, 1982, pp. 987–1007.

[6] Hamilton, J. D. *Time Series Analysis*. Princeton, NJ: Princeton University Press, 1994.

## Version History

**Introduced in R2012a**

### R2023a: `filter`

accepts input data in tables and timetables, and returns results in tables and timetables

In addition to accepting input data (in-sample and presample) in numeric arrays,
`filter`

accepts input data in tables or regular
timetables. When you supply data in a table or timetable, the following conditions
apply:

`filter`

chooses the default in-sample disturbance series on which to operate, but you can use the specified optional name-value argument to select a different series.If you specify optional presample disturbance or conditional variance data to initialize the model, you must also specify the presample disturbance or conditional variance series name.

`filter`

returns results in a table or timetable.

Name-value arguments to support tabular workflows include:

`DisturbanceVariable`

specifies the variable name of the disturbance paths in the input data`Tbl1`

to filter through the model.`Presample`

specifies the input table or timetable of presample disturbance and conditional variance data.`PresampleDisturbanceVariable`

specifies the variable name of the disturbance paths to select from`Presample`

.`PresampleVarianceVariable`

specifies the variable name of the conditional variance paths to select from`Presample`

.

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