%% Create Composite Conditional Mean and Variance Model Template
% Create the ARMA(1,1) conditional mean model containing an ARCH(1) conditional variance model represented by these  equations:
% y_t=c+\phi y_{t-1}+\varepsilon_t + \theta \varepsilon_{t-1}.\\
% \varepsilon_t = \sigma_tz_t.\\
% \sigma^2_t=\kappa + \gamma\sigma^2_{t-1}.\\
% z_t\sim N(0,1).
% Create the ARMA(1,1) conditional mean model template by using the shorthand syntax.

Mdl = arima(1,0,1)

% The Variance property of Mdl is NaN, which means that the model variance is an unknown constant.
% Create the ARCH(1) conditional variance model template by using the shorthand syntax of garch.

CondVarMdl = garch(0,1)

% Create the composite conditional mean and variance model template by setting the Variance property of Mdl to CondVarMdl using dot notation.

Mdl.Variance = CondVarMdl

% All NaN-valued properties of the conditional mean and variance models are estimable.
% Copyright 2019 The MathWorks, Inc.