MATLAB: Please expalin the error

Hello,
I have the following funtion:
function Beta = arima(y, p, q, C, sigma)
if nargin < 4
C = 0;
end
if nargin < 5
sigma = 1;
end
y = y(:);
N = length(y);
e = sigma * randn(N, 1);
Y = y - e;
% By = y(1:end-1) y(1:end-2) ... y(:, end-p)
By = arrayfun(@(j) [zeros(j,1); y(1:end-j)], 1:p, 'UniformOutput' , false); By = [By{:}];
Be = arrayfun(@(j) [zeros(j,1); e(1:end-j)], 1:q, 'UniformOutput' , false); Be = [Be{:}];
if C == 0
cvec = [];
else
cvec = ones(N,1);
end
X = [cvec By Be];
Beta = Y\X;
end
and I am trying to call it in the following code:
a0 = 0.05; a1 = 0.1; b1 = 0.85;
epsi=zeros(3000,1);
simsig=zeros(3000,1);
for i = 1:3000
                 if (i==1) 
                     simsig(i) = a0 ;
                     s=(simsig(i))^0.5;
                     epsi(i) = normrnd(0,1) * s;
                 else
                     simsig(i) = a0+ a1*(epsi(i-1))^2+ b1*simsig(i-1);
                     s=(simsig(i))^0.5;
                     epsi(i) = normrnd(0,1) * s;
                 end
end
yt1=epsi.^2;
Beta = arima(yt1, 1, 1, 0.05, 1);
But I get the following error msg:
Attempt to execute SCRIPT arima as a function:
F:\MATLAB\arima.m
Error in aa (line 21)
beta = arima(yt1, 1, 1, 0.05, 1);*
I have both saved in the same folder. What should I do?
Thanks

Best Answer

The function you show first must be stored in a file named arima.m and it needs to be stored in a directory that is "before" F:\MATLAB\arima.m in your MATLAB path.
You probably have two arima.m, one in your current directory and the other in F:\MATLAB\arima.m
There is another possibility, and that is that you might have placed executable code above the part you show for the function, inside arima.m . The first non-empty non-comment line in a function file must start with "function".
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