I need to use a function designed to provide ARMA-Garch-in-Mean estimation in matlab and I found a code online in a mex file. Thing is I don't know what to do next in order to use this function in matlab. I am a mac user and don't even know how to set mex files in matlab for mac. So, pretty much I need to do a ARMA-Garch-in-Mean estimation and have no clue on how to do it.
Can anyone help? What should I do?
I can give you de code or the link where I found it if it helps…
Thanks in advance, Rui
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