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From: Oscar LAI on 1 Feb 2010 12:26
Hi everyone,


can somebody help me out with this problem?

my coding is :

A = xlsread('public.xls');

spec = garchset('P',0,'Q',0,'C',0,...
'Regress',1.2,...
'K',0.00015,...
'Display','off')
strm = RandStream('mt19937ar','Seed',2269);
RandStream.setDefaultStream(strm);
[e,s,y] = garchsim(spec,1225,14,[],A); % Optional Inputs: NumSamples, NumPaths, State, X, Tolerance, PreInnovations, PreSigmas, PreSeries
[coeff,errors] = garchfit(spec,y,A);
garchdisp(coeff,errors)


an error message comes out :
??? Error using ==> garchsim at 295
Number of 'Regress' coefficients unequal to number of regressors in 'X'.

A is the matrix for regression with size 1225, 14. What should I do in order to tackle this problem? thx as lot!
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Next: How to get State Space from Differential Equations ?