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% Verify that the Economics Toolbox is installed
if ~license('test', 'Econometrics_Toolbox')
error ('Economics Toolbox is required');
end
% Set Excel file path and sheet name
file_path = 'Korean currency combination.xlsx';
sheet_name = 'Sheet1';
% Importing data from an Excel file
data = xlsread(file_path, sheet_name);
% Setting Variables
E_Price = data(:, 1);
Volume = data(:, 3);
Bond = data(:, 4);
Exchange = data(:, 5);
KOSPI = data(:, 6);
Construction = data(:, 7);
CC2 = data(:, 8);
Vacancy = data(:, 9);
Rent = data(:, 10);
KOFR = data(:, 11);
% Dividend yield (dependent variable) converted from the outside to the next level
DivideYield = data (:, 2); use the second column of Excel file as dividend yield as an example of %
% Configuring an Independent Variable Matrix
X = [E_Price, Volume, Bond, Exchange, KOSPI, Construction, CC2, Vacancy, Rent, KOFR];
% Setting Dependent Variables
Y = DividendYield;
% Create VAR Model
var_model = var(size(X, 2), 1); create a VAR model to match the number of % variables
% Data Settings
data_matrix = [Y, X];
% Estimating VAR Model
var_model = estimate(var_model, data_matrix);
% Output VAR model information
disp(var_model);
Error:
Index at location 2 exceeds array boundaries, index must not exceed 10.
Data seems to be a function and a variable at the same time. If this is not intended, use 'clear data' to remove the variable 'data' from the workspace.
Korean currency combination.xlsx = 한화 합본.xlsx
What's wrong with this codes
2 comentarios
Walter Roberson
el 1 de Feb. de 2024
Editada: Walter Roberson
el 1 de Feb. de 2024
% Verify that the Economics Toolbox is installed
if ~license('test', 'Econometrics_Toolbox')
error ('Economics Toolbox is required');
end
% Set Excel file path and sheet name
file_path = '한화 합본.xlsx';
sheet_name = 'Sheet1';
% Importing data from an Excel file
data = xlsread(file_path, sheet_name);
% Setting Variables
E_Price = data(:, 1);
Volume = data(:, 3);
Bond = data(:, 4);
Exchange = data(:, 5);
KOSPI = data(:, 6);
Construction = data(:, 7);
CC2 = data(:, 8);
Vacancy = data(:, 9);
Rent = data(:, 10);
KOFR = data(:, 11);
% Dividend yield (dependent variable) converted from the outside to the next level
DividendYield = data (:, 2); %use the second column of Excel file as dividend yield as an example of %
% Configuring an Independent Variable Matrix
X = [E_Price, Volume, Bond, Exchange, KOSPI, Construction, CC2, Vacancy, Rent, KOFR];
% Setting Dependent Variables
Y = DividendYield;
% Create VAR Model
var_model = var(size(X, 2), 1); %create a VAR model to match the number of % variables
% Data Settings
data_matrix = [Y, X];
% Estimating VAR Model
var_model = estimate(var_model, data_matrix);
% Output VAR model information
disp(var_model);
estimate() requires that a model be passed. To create a VAR model you would use something similar to LagOp
Dyuman Joshi
el 1 de Feb. de 2024
In addition to what Walter has mentioned,
>The variable names don't match -
DivideYield = data(:, 2);
Y = DividendYield;
> The first column is the date-time data, not E_Price. There is a mismatch for other variables as well. And there is no data column named KOFR in the excel file
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