Hello I have this script
load Data_GlobalIdx1 % Import daily index closings
nIndices = size(Data,2); % # of indices
weights = repmat(1/nIndices, nIndices, 1); % Equally weighted portfolio
returns = price2ret(Data,[],'Periodic') * weights; % Arithmetic returns
returns = log(1 + returns); % Logarithmic returns
T = size(returns, 1); % Historical sample size
model = arima('AR', NaN, 'Distribution', 't', 'Variance', egarch(1,1));
options = optimset('fmincon');
options = optimset(options, 'Display' , 'off', 'Diagnostics', 'off', ...
'Algorithm', 'sqp', 'TolCon' , 1e-7);
fit = estimate(model, returns, 'options', options); % Fit the model
When I launch the last function MATLAB pritns results of ARMA/GARCH on the command windows. I don't want that. Could anyone suggest me how to stop it ? Exapmple of what it prints below:
ARIMA(1,0,0) Model:
--------------------
Conditional Probability Distribution: t
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant 0.000213763 0.000124705 1.71414
AR{1} 0.185495 0.0199051 9.31898
DoF 12.6492 2.7037 4.67846
EGARCH(1,1) Conditional Variance Model:
--------------------------------------
Conditional Probability Distribution: t
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant -0.133661 0.030071 -4.44486
GARCH{1} 0.986387 0.00309071 319.146
ARCH{1} 0.133832 0.0190058 7.04166
Leverage{1} -0.091885 0.0121515 -7.56164
DoF 12.6492 2.7037 4.67846
Thank you
You can use the 'Display' parameter to silence or modify the amount and type of output that is printed to the command line during execution.
estimate(model, returns, 'options', options, 'Display', 'off')