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Need help with complicated loop to create several different models
Hm ... If you want a model for all plants then the best solution is to leave all lags in the model. If you have time you coul...

más de 9 años hace | 0

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Need help with complicated loop to create several different models
Don't do it the complicated way. Use the AIC and the BIC only to find the model order, i.e. the highest lag of the model. f...

más de 9 años hace | 0

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Is there a Unit Root Test for Moving Average Process in matlab?
There is no such thing as as unit root test for a MA process. There is no such thing as a unit root test for an AR process, eith...

más de 9 años hace | 0

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Garch residuals in matlab 2014
There is a <http://www.mathworks.ch/help/econ/infer-conditional-variances.html Matlab example> that shows how to calculate the r...

más de 9 años hace | 0

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Bloomberg API - fetch futures curve on a particular date
You are using the wrong function. You have to work with *getdata*, not with history, because getdata is the Matlab equivalent of...

más de 9 años hace | 0

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Interpretation of autocorrelation function to determine number of lags in AR model?
The autocorrelation function is a bit odd because the autocorrelations do not subside as they should do. That suggests that ther...

más de 9 años hace | 0

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How to calculate p-value for AR model? How to determine significance?
You don't need the p-values. If the absolute value of the t-statistics is 2 or greater, the coefficient is significant.

más de 9 años hace | 0

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Calculate 10y returns out of monthly data
y = exp(filter(ones(120,1),1,log(1+r)))-1; y = y(120:end);

más de 9 años hace | 0

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What is the best way to fit the ARMA model?
To remove the autocorrelation you have to add more AR or MA terms. Make sure that you work with stationary data. The fastest ...

más de 9 años hace | 0

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How to solve the problem of errors autocorrelation in ARMA model? What is the fastest way to find the best fit ARMA model?
To remove the autocorrelation you have to add more AR or MA terms. It is strange that you still have first-order autocorrelation...

más de 9 años hace | 0

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how to speed this nested loop or to get it around completely
Your while loop never comes to an end because the variable k does not change. The loop does not make sense. I have no idea what ...

más de 9 años hace | 0

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Forecast Modeling with different time period datas
If you want to forecast hourly price movements then you have to ignore the daily data and work with the hourly data only. Howeve...

más de 9 años hace | 0

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plotyy: Does matlab recognize gaps in date time line when plotting dates on y-axis?
Matlab plots the data you provide. Matlab does not check for missing data or something on its own. However, it is actually quite...

más de 9 años hace | 0

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classify and crossval function which bad with positive definite
Matlab demands a positive definite covariance matrix and in your case that requirement is obviously not met. What can you do? ...

más de 9 años hace | 0

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How to reference past values?
In general you have to use a loop for that. However, in your simple case it is not necessary. f(x) = 0.7^x * f(0) where f0...

más de 9 años hace | 0

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How to plot graph with annual x-axis?
plot(x) c = 2 : 3 : 12; set(gca,'XTick', c, 'XTickLabel', year(c))

más de 9 años hace | 0

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How to calculate LogLikelihood between real data and predicted data?
When you estimate the model (using Matlab's arima class), you get the log-likelihood as the third output variable of the functio...

más de 9 años hace | 0

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can anyone help me in solving this function error?
The problem is that in your function you don't use your output variable z. You don't assign a value to z.

más de 9 años hace | 0

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why I cam't use neural network
If you don't have the Neural Network Toolbox you cannot use the function newff.

más de 9 años hace | 1

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Compute log-returns in a time series.
r = diff(log(S))

más de 9 años hace | 7

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What is the timing of inferred garch volatility?
The volatility is also indexed over (1:T). GARCH models are not perfect. If volatilty changes suddenly from low to high (or the ...

más de 9 años hace | 0

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Length of X vector in ARMAX/ARIMAX/SARIMAX model
You have to add the values at the beginning. I assume you did not specify Y0 when using the estimate-function. That is why Matla...

más de 9 años hace | 0

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I want to write a Matlab function with 'h' and 'V' as vectors to determine the fluid volume of a tank, but I have a problem with the function. The error is in the body of the question. Can someone help me?
Try & instead of &&. i= (h>=0) & (h<=r);

más de 9 años hace | 0

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Why are all coefficients of my seasonal ARIMA = 0 or NaN?
The variable *model* specifies the model but it does not contain any values for the coefficients (except the constant). That is ...

más de 9 años hace | 0

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What are MATLAB tests to check predictive performance of a fitted model?
No, Matlab does not offer any functions to test the predictive performance. I don't even use Matlab's cross validation function....

más de 9 años hace | 0

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How to convert the present data into another format?
temp = [a; b; c; d; e; f]';

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How can I generate an AR(1) process with function filter.m?
You did not implement an AR(1) but an MA(1) process. It is not possible to generate an AR(1) process with the function filter. Y...

más de 9 años hace | 1

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How do I define an output vector as real and positive
The same question occured recently on Matlab answers: <http://www.mathworks.ch/matlabcentral/answers/155262-how-to-specify-limi...

más de 9 años hace | 0

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How Should Conditional Mean and Variance Model be Changed if Residuals Exhibit Autocorrelation?
It depends on the autocorrelation. If the autocorrelation occurs at a certain lag, then add a MA term at that lag. If the autoco...

más de 9 años hace | 0

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Outliers, removing 1st and 99th percentiles in dataset
p = prctile(COMP.DY, [1 99]); COMP.DY(COMP.DY <= p(1)) = []; COMP.DY(COMP.DY >= p(2)) = [];

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