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灰色控制 灰色控制 matlab

% GARCH Toolbox.
% Version 1.0.2 (R13) 28-Jun-2002
%
% Help and Documentation
%   garchdemos - Contents of GARCH demonstration functions.
%
% GARCH Toolbox Structure Interface Functions.
%   garchget   - Access GARCH specification parameters.
%   garchset   - Create or modify GARCH specification structures.
%
% Univariate GARCH Modelling.
%   garchfit   - Univariate GARCH process parameter estimation.
%   garchpred  - Univariate GARCH process forecasting.
%   garchsim   - Univariate GARCH process simulation (Monte Carlo).
% 
% Univariate GARCH Innovations Inference (Inverse/Whitening Filter).
%   garchinfer - Infer GARCH innovations from observed return series.
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% Log-Likelihood Objective Functions.
%   garchllfn  - Univariate GARCH objective function (Gaussian innovations).
%
% Statistics and Tests.
%   aicbic     - Akaike and Bayesian information criteria for model selection.
%   archtest   - Engle's hypothesis test for the presence of ARCH/GARCH.
%   autocorr   - Compute or plot sample auto-correlation function.
%   crosscorr  - Compute or plot sample cross-correlation function.
%   lbqtest    - Ljung-Box Q-statistic lack-of-fit hypothesis test.
%   lratiotest - Likelihood ratio hypothesis test.
%   parcorr    - Compute or plot sample partial auto-correlation function.
%
% Helpers and Utilities.
%   garchar    - Convert finite-order ARMA models to infinite-order AR models.
%   garchma    - Convert finite-order ARMA models to infinite-order MA models.
%   garchcount - Count number of GARCH process estimated parameters.
%   garchdisp  - Display GARCH process estimation results.
%   lagmatrix  - Create a lagged time series regression matrix.
%   price2ret  - Convert a price series to a return series.
%   ret2price  - Convert a return series to a price series.
%
% Graphics.
%   garchplot  - Plot GARCH simulation, estimation, or forecasting results.
%


% Copyright 1999-2002 The MathWorks, Inc.   
% $Revision: 1.12 $   $Date: 2002/05/14 20:06:31 $