garchcount (GARCH Toolbox)

Count GARCH estimation coefficients

Syntax

NumParams = garchcount(Coeff)

Arguments

Coeff
GARCH specification structure containing the estimated coefficients and equality constraints. Coeff is an output of the estimation function garchfit.

`Coeff`	GARCH specification structure containing the estimated coefficients and equality constraints. `Coeff` is an output of the estimation function `garchfit`.

Description

NumParams = garchcount(Coeff) counts and returns the number of estimated coefficients from a GARCH specification structure containing coefficient estimates and equality constraint information. garchcount is a helper utility designed to support the GARCH Toolbox model selection function aicbic.

NumParams

Number of estimated parameters (i.e., coefficients) included in the conditional mean and variance specifications, less any parameters held constant, as equality constraints, during the estimation. The aicbic function needs NumParams to calculate the Akaike (AIC) and Bayesian (BIC) statistics.

`NumParams`	Number of estimated parameters (i.e., coefficients) included in the conditional mean and variance specifications, less any parameters held constant, as equality constraints, during the estimation. The `aicbic` function needs `NumParams` to calculate the Akaike (AIC) and Bayesian (BIC) statistics.

See Also
aicbic, garchdisp, garchfit

garchar garchdisp