For Loop-Specific Dates

I want to do rolling window regression between specific dates, for example, from 31.01.2015-28.02.2015 then 28.02.2015-31.03.2015.. etc. (between end of the days of every month).

My dataset's first column consists of dates (with serial numbers format in Matlab)

How can I write the code?

Thank you very much,

Answer 1

[Andrei Bobrov]

dte = datenum(2015,1,(1:sum(yeardays(2002:2015)))');
[~,~,dv] = datevec(dte);
t = dv == 1;
ii = cumsum([t(2:end);0]);

[meral serçe]

Thank you very much for your answer

How can I integrate this code to a rolling window regression and for other dates like 2002,2003,2004..etc.?

[Andrei Bobrov]

I corrected code.

Answer 2

[meral serçe]

Thank you very much for your answer

How can I integrate this code to a rolling window regression and for other dates like 2002,2003,2004..etc.?

[meral serçe]

Perfect, also could you write this code with integrating rolling window regression? I mean, integrating this code to a ,regress (Y,X) , with rolling regression (from the end of the day of specific month to other month)

Thank you very much,

Answer 3

[meral serçe]

I mean, integrating this code to a ,

regress (Y,X) , with rolling regression (from the end of the day of specific month to other month)

Thank you very much,