First input must be a vector with 2 elements.

Dear All, I am cuzrrently running a code trying to estimate a DCC GARCH Model and am encountering the following error. How do I resolve thiss issue best?

Error using normlike (line 42)

First input must be a vector with 2 elements.

[parameters_dcc, ll, Ht]=dcc(data,[],1,1,1);

Answer 1

[Yongjian Feng]

Hello Tilman,

Is dcc a function you developed? The error message is about calling normlike, mostlikely inside function dcc. Two things you can do:

1. from matlab command line, type help normlike. This will show you what normlike expects for inputs. Pay attention to the explanation of the first parameter. It is the one giving you error.
2. Put a breakpoint on the line that calls normlike. See if the first parameter is an array of two elements.

Thanks,

Yongjian