Time Series modeling/Predicting for GARCH

Hello! I am new to matlab and my goal was to predict using a GARCH Model. I currently understand up to how to model using the econometirc modeler for Garch but I beleive my dates data is not in the correct format to be used for this time series application. Attach is my data and below is the various codes I tried.

data_table=readtable('collide.csv');
data_timetable=table2timetable(data_table);
TF=istimetable(data_timetable) #TF=logical 1

Although the issue with the above code was that it changed my date's year to the below.

01/01/14 #before code
01/01/0014 #aftercode

My goal was to follow exactly what the following video has done but when I try to run

time=datetime(collide(;,1),'ConvertFrom','datenum'); 
#Error using datetime (line 586)
Input data must be one numeric
matrix when converting from a
different date/time representation.

I thought this may have something to do with the fact that my class is chr but I am too much a newbie to matlab so I am unsure what is the next step to take.

Answer 1

[Peter Perkins]

You were on the right track, it's just that you file contains two-digit year timestamps, and you need to specify that. Pragmatically, you could have just done this:

>> t = readtable('collide.csv');
>> head(t)
ans =
  8×2 table
       date       pedestrian
    __________    __________
    01/01/0014       399    
    01/02/0014       603    
    01/03/0014       423    
    01/04/0014       418    
    01/05/0014       320    
    01/06/0014       518    
    01/07/0014       491    
    01/08/0014       616    
>> t.date = t.date + calyears(2000);
>> head(t)
ans =
  8×2 table
       date       pedestrian
    __________    __________
    01/01/2014       399    
    01/02/2014       603    
    01/03/2014       423    
    01/04/2014       418    
    01/05/2014       320    
    01/06/2014       518    
    01/07/2014       491    
    01/08/2014       616    
    

but you can also use detectImportOptions to fix the problem before it happens. I'll show using readtimetable; in MATLAB releases before R2019b (I think) you can use readtable and then table2timetable:

>> opts = detectImportOptions('collide.csv');
>> opts = setvaropts(opts,"date","InputFormat",'MM/dd/yy');
>> tt = readtimetable('collide.csv',opts); head(tt)
ans =
  8×1 timetable
      date      pedestrian
    ________    __________
    01/01/14       399    
    01/02/14       603    
    01/03/14       423    
    01/04/14       418    
    01/05/14       320    
    01/06/14       518    
    01/07/14       491    
    01/08/14       616    

The datetimes in that timetable have the same format as in your file; I'd suggest setting the format to something else:

>> tt.date.Format = 'dd-MMM-yyyy'; head(tt)
ans =
  8×1 timetable
       date        pedestrian
    ___________    __________
    01-Jan-2014       399    
    02-Jan-2014       603    
    03-Jan-2014       423    
    04-Jan-2014       418    
    05-Jan-2014       320    
    06-Jan-2014       518    
    07-Jan-2014       491    
    08-Jan-2014       616    

I'm not sure what you need to do after that. The error you got from

time=datetime(collide(;,1),'ConvertFrom','datenum')

is because collide(;,1) is a table (timetable?). That input would need to be numeric, collide.date would have worked, but I recommend that you stay away from datenums. datenum and datetime don't mix, and datetime likely does everything you need.