负荷预测matlab代码-structural-garch-deploy:估算结构GARCH模型的代码(Engle和Siriwardane(2

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负荷预测数学代码结构性GARCH代码 该MATLAB软件包用于从Engle和Siriwardane论文中估算结构GJR-GARCH(SGJR)模型。 运行代码 将此存储库克隆到您的MATLAB工作目录中: cd /home/user/projects/project/using/SGJR/ git clone [repository URI] ./sgjr # creates an 'sgjr' directory in your working directory 然后,在您的MATLAB代码中,将SGJR目录添加到您的路径中,并使用sgjr.对其进行sgjr. 字首。 addpath(fullfile(pwd, ' sgjr ' )); load(fullfile(pwd, ' sgjr ' , ' testData.mat ' )); AIG_cell = struct2cell(AIG); result = sgjr(AIG_cell{:}, zerocurve); 调用sgjr函数将返回一个包含以下内容的SGJR结果对象: parameters-参数向量的形式,结构为-OAR

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