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Danny


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Con actividad desde 2014

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Estadística

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How to make covariance matrix positive semi-definite (PSD)
I am using the cov function to estimate the covariance matrix from an n-by-p return matrix with n rows of return data from p tim...

casi 10 años hace | 1 respuesta | 0

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How to concatenate string vectors of unequal length?
If I have thee vectors v1 = {'a' 'b' 'c'}', v2 = {'d'}' and v3 = {'e' 'f'}', how do I create a four vector v4 = 'a' 'd' 'e' ...

casi 10 años hace | 4 respuestas | 0

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How do you use one vector to name another vector?
If you have three vectors: vect1 = [1 2], vect2 = [4 5], and vect3 = {'name1';'name2'}, how do I name vect1 and vect2 using the ...

casi 10 años hace | 1 respuesta | 0

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How to read vector of strings into MATLAB?
I have an Excel file with a list of strings in the first column (one string per cell). How do I import the strings into a vecto...

casi 10 años hace | 1 respuesta | 0

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How to publish table on one line using publish button?
I made a table using the array2table function. When I use the publish button (on PUBLISH tab), the table gets split down the pag...

alrededor de 10 años hace | 0 respuestas | 0

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How to publish a table and graph?
I have written code that takes a time series and produces a table of the inputs using the function array2table as well as a grap...

alrededor de 10 años hace | 0 respuestas | 0

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How to make vector of strings into column headers of table
I have a vector of dates: a = Oct_2014 Nov_2014 Dec_2014 and I want to use the array2table function to make a ta...

alrededor de 10 años hace | 1 respuesta | 0

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How to convert number to string vector
I have three vectors representing years, months, and days: a = [2014;2014]; b = [10;11]; c = [25; 24]; and at the very...

alrededor de 10 años hace | 2 respuestas | 0

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How to assign a plot to a variable?
How can we assign a plot to a variable such that when we type the variable the plot appears (as opposed to a number or equation)...

alrededor de 10 años hace | 1 respuesta | 1

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Have MATLAB code pause and then take input from command line
I know 'pause' halts MATLAB code and waits for you to hit 'Enter' before continuing. How can I pause the code, and then have it...

alrededor de 10 años hace | 1 respuesta | 0

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Why do many MATLAB examples model stock price returns instead of absolute changes?
Many MATLAB examples about fitting ARIMA models use price2ret to transform a stock time series to a return time series and then ...

alrededor de 10 años hace | 1 respuesta | 0

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Should ARIMA models be used to model stock price changes or returns?
I'm simulating price paths using ARIMA models. Is it best practice to model stock prices through their absolute changes (ARIMA ...

alrededor de 10 años hace | 0 respuestas | 0

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Why specify intiial variance when estimating a conditional mean and variance model?
In many MATLAB examples where the estimate function is used to estimate a conditional mean and variance model, the examples usua...

alrededor de 10 años hace | 0 respuestas | 0

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What are MATLAB tests to check predictive performance of a fitted model?
A model that fits data well does not necessarily imply that it will forecast well. I know cross validation is one method for ch...

alrededor de 10 años hace | 1 respuesta | 0

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How Should Conditional Mean and Variance Model be Changed if Residuals Exhibit Autocorrelation?
I have a time series Y that I know exhibits autocorrelation and heteroscedasticity. Using the estimate function, I fit a condit...

alrededor de 10 años hace | 1 respuesta | 0

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Causes of Rank Deficiency when Fitting GARCH models
I am fitting an ARIMA(1,1,1) model with GARCH(P,Q) variance to a time series. I use two for loops to iterate though P = 0:3 and...

alrededor de 10 años hace | 1 respuesta | 0

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Respondida
How to assess adequacy of fitted GARCH model?
Hi Roger, Thank you for the reply. What is the name of the textbook you are referencing?

alrededor de 10 años hace | 0

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How to assess adequacy of fitted GARCH model?
I am curious how to check whether an already fitted GARCH or ARIMA model with GARCH variance adequately captures the data it is ...

alrededor de 10 años hace | 2 respuestas | 0

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