Using Excel with Matlab's GARCH toolbox

SickMonkey · October 19th, 2005, 9:16 am

When I run the MATLAB code in the attached file in the Matab command window it executes without any problems. However, when I try to get the output to Excel, the functions return 0 to indicate that they executed correctly but do not return the GARCH estimations. Any advice as to how I can get the parameters generated in MATLAB into Excel would be much appreciated. Thanks in advance.

monarc · October 20th, 2005, 8:56 pm

There is NO matlab code in the zip file. moreover, are you using xllink or are you using xlswrite command to output the results to excel sheet??

crisky · October 22nd, 2005, 5:15 am

The most robust way of getting the Matlab variables into Excel is thorough a VBA macro-you can use the MLGetMatrix() function in VBA to assign the Matlab variable to a named spreadsheet range.The important thing is to include the "MatlabRequest" command at the end of the macro- this forces an update of your range.(Using the MLGetMatrix() directly in the sheet and recalculating with Shift+F9 does not always update the range).

crisky · October 22nd, 2005, 5:15 am

oops, hit the reply button too many times..

crisky · October 22nd, 2005, 5:16 am

SickMonkey · October 27th, 2005, 7:35 am

Thanks for you help. Monarc, perhaps I should have explained myself better, I was referring to the Matlab code that is emedded in the function in cell C4 ie "Results = garchfit(Data)" and I'm using the Excel Link. I have taken up Crisky's suggestion to use VBA however but the code still does not return the desired results. And yes I have established a reference to Matlab's excel link. Thanks

SickMonkey · November 2nd, 2005, 11:59 am

I've written some VBA code that seems to fix the problem, I'm posting it here in case it of use to anyone. While I appreciate that its probably very inefficient (I'm very much a novice) it seems to work OK. Thanks for all your suggestions