Do my Toolboxes work?

Hi,

I want to fit a Conditional Variance Model, given some specified data, using:

model = arima('ARLags',1,'Variance',garch(1,1))
fit = estimate(model,data);

Unfortunately, I get an error:

??? Undefined function or method 'garch'
for input arguments of type 'double'.

But the function 'garch' is part of the Econometrics Toolbox. When I ask for

>> ver

I get:

-------------------------------------------------------------------------------------
MATLAB Version 7.10.0.499 (R2010a)
MATLAB License Number: STUDENT
Operating System: Microsoft Windows 7 Version 6.2 (Build 9200)
Java VM Version: Java 1.6.0_12-b04 with Sun Microsystems Inc. Java HotSpot(TM) Client VM mixed mode
-------------------------------------------------------------------------------------
MATLAB                                                Version 7.10       (R2010a)
Simulink                                              Version 7.5        (R2010a)
Control System Toolbox                                Version 8.5        (R2010a)
Econometrics Toolbox                                  Version 1.3        (R2010a)
Financial Toolbox                                     Version 3.7.1      (R2010a)
Image Processing Toolbox                              Version 7.0        (R2010a)
Optimization Toolbox                                  Version 5.0        (R2010a)
Signal Processing Blockset                            Version 7.0        (R2010a)
Signal Processing Toolbox                             Version 6.13       (R2010a)
Statistics Toolbox                                    Version 7.3        (R2010a)
Symbolic Math Toolbox                                 Version 5.4        (R2010a)

So obviously all Toolboxes are installed. The Econometrics Toolbox is quite large with lots of .m files in different folders and subfolders, all within the Matlab installation folder.

But my working folder is different! Do I have to work within the Toolbox folder to have access to all the .m files? Or do I have to copy the .m files I need from the Toolbox into my working folder?

Thanks in advance!

Karl

[Adam]

What happens when you type the following?:

which garch

Your working folder can be wherever you want. All that matters for toolboxes is that they are on your path, which they should be by default if you haven't accidentally (or deliberately?!!) removed them from your path or moved the toolboxes to a different location.

I don't have that toolbox so don't really know anything about it, but the help page on the internet suggests garch is a class, not a function. That said, the syntax:

garch(1,1)

should still be valid syntax to call its constructor.

[Karl-Martin]

When I type:

>> which garch

I get:

'garch' not found.

The Toolboxes are located in the Matlab installation folder, I did not moved them. You´re right, garch is not a function, it is a class used to specify a model as an input argument. I am sure the syntax is valid, it is taken from:

http://de.mathworks.com/help/releases/R2014a/econ/fit-a-composite-conditional-mean-and-variance-model-to-nasdaq-returns.html

[Adam]

Yes, the syntax looks fine, but you seem to have lost that toolbox from your path, as indicated by the which function result.

Although, that is an R2014a help link...

Answer 1

[Guillaume]

There are various garch* functions in the Econ toolbox of 2010a, but no garch itself, according to the documentation.

You probably could have checked that yourself by typing

docsearch garch

at the comment prompt of your matlab 2010a, or just navigating to the help page of the toolbox.

Answer 2

[Adam]

First you need to check if this class exists in your version. I suspect it does not since R2010a is quite old and class-based implementations of Matlab builtin functionality have been quite recently expanding.

If it is in the R2010a version then do the following, but I suspect it is not as it is highly unlikely you have lost the toolbox from your path.

Locate the toolbox root folder and add this to your path, either using the addpath function or simpler by finding clicking on "Add Path" in the main Matlab UI and click 'Save' to ensure it stays there beyond the current session.

I'm not entirely sure where "Add Path" is located in R2010a, but it should be somewhere visible.