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stepwise regression: Undefined function ' stepwiselm' for input arguments of type 'cell'.
I recommend using a dataset for your problem. A = dataset('File','excercise-data333.txt'); A dataset is a kind of table....

11년 초과 전 | 0

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how to do vector autoregresion?
If you possess the Econometrics toolbox then the main function is *vgxvarx* . There is extensive documention in Matlab help abou...

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How to specify limits for lsqnonlin
I am afraid you cannot order the optimizing function to search for a real solution. If you want a real solution you have to mak...

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How to save images using for loop?
The function imwrite does exactly what you told it to do. The problem is that ['E:\Aneurysms\Images\names(i)_seg','.tif'] ...

11년 초과 전 | 0

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arima estimate error with garch
The error message is a bit misleading. You did specify Q = 1. I have no idea why the error occurs but I have also received it in...

11년 초과 전 | 1

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add column to matrix that allows to identify series
If you want to combine numbers and texts in a matrix you have to create a cell matrix, a dataset or a table. However, I am not s...

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How to assess adequacy of fitted GARCH model?
When you fit an ARIMA model to a time series the residuals should exhibit no heteroscedasticity. If they do you fit an ARIMA/GAR...

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Backtesting simple moving average trading strategy
Indeed, your code could be the reason that you don't get any buy signal. Try the following: SIGNALS.buy = (SMA.sma4 >= SMA....

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Estimator standard errors using fmincon (portfolio optimization context)
The key to the standard errors is the Hessian matrix. The variance-covariance-matrix of the coefficients is the inverse of the H...

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Nonlinear Regression with ARMA Errors
No, Matlab can only do linear regression with ARMA errors. Sometimes you can transform a non-linear equation into a linear one. ...

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Using crosscorr for comparing two time series with different measurements
It is possible to use the function crosscorr. In your case, however, I would not compare the original time series because they d...

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Fitting a function of the form x-a for unknown a
Yes, you're looking for an optimization, and I can assure you that it is not a fair amount of work. However it won't work with t...

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How can I calculate serial correlations?
I recommend the function *autocorr* , but you need the Econometrics toolbox for that. The alternative is the function *corr* .

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How to simulate ARIMA from residuals?
You can't do that. It is not possible to infer Y from the residuals. Why do want to do that? You already have Y.

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How to find a 2 π periodic solution?
Why don't you take a pen and a pencil and solve the equation analytically? In fact it is quite easy ....

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matrix starting index from zero
You cannot do that. The first element is a(1,1) and there's no way to change that.

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plotResiduals looks for multivariant outliers or?
No. In the example they look for outliers in the residuals, not for outliers in the inedpendent variables. That means they look ...

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How to remove linear trend from a time series?
Use the matlab function detrend. Or do it yourself. Estimate the linear trend with a linear regression. The residuals of the...

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how to write this data in text file?
Use the function csvwrite: csvwrite(filename,Matrix) Or consider saving the matrix in a mat-file using the command save....

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Backtesting portfolio asset allocation
Assume that each column in the matrix _Prices_ contains the time series of one your asset classes. Then calculate first the retu...

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Wie kann ich Figures in einem PDF Report speichern?
Erzeuge zuerst die Struktur opt: opt = struct; opt.format = 'pdf'; opt.outputDir = pwd; opt.evalCode = true; op...

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which program is the best to use?
portopt - That's the very function you need!

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Why is my armax model converging to 0?
I think your expectations are too high. I doubt that an arma model is the appropriate model for a time series such as the one yo...

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Multilinear Regression using regstats
Use the function as follows: stat = regstats(Y, X); Ommit the third and forth arguments. Especially the last. The functi...

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How can I download the bloomberg the goverment curve member?
You can download anything from Bloomberg as long as you know the ticker and the field name. If you do, just consult the Matlab h...

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Efficient portfolios constraints, how can I add a particular constraint ?
The first constraint is easy to implement. ConSet = protcons('PortValue', 1, NumAssets, 'AssetLims', -1, AssetMax) wh...

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0 and -inf in the residuals inferred from a ARIMA model
For an EGARCH(1,1) model the ARCH and GARCH coefficients are expected to be positive. In your case they are not. That is why you...

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Reshape vector in a loop
for k = 1 : n xx = [k-1, k]; end

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How does this Nelson-Siegel functionwork?
The Nelson-Siegel function is non-linear. However, if you know the value of tau, then it is possible to estimate the betas with ...

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Linear Model final formula
In your example above x1 was a column vector. All you have to do is call the function with a matrix x that contains all the x va...

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