How to solve index? error

% 엑셀 파일 경로 및 시트 이름 설정
file_path = '종가 차분(한화).xlsx';
sheet_name = 'Sheet1';

% 엑셀 파일에서 데이터 가져오기
excel_data = readtable(file_path, 'Sheet', sheet_name);

% 2번째 열의 데이터 선택
variable_to_test = excel_data{:, 2};

% ADF 단위근 검정 수행
[h, pValue, stat, cValue, reg] = adftest(variable_to_test, 'lags', 0)

h = logical
   1

pValue = 1.0000e-03

stat = -16.5478

cValue = -1.9417

reg = struct with fields:
       num: 304
      size: 303
     names: {'a'}
     coeff: 0.0503
        se: 0.0574
       Cov: 0.0033
    tStats: [1×1 struct]
     FStat: [1×1 struct]
       yMu: 1.7162
    ySigma: 43.1074
      yHat: [303×1 double]
       res: [303×1 double]
    DWStat: 1.9979
       SSR: 2.2173e+03
       SSE: 5.6066e+05
       SST: 5.6288e+05
       MSE: 1.8565e+03
      RMSE: 43.0870
       RSq: 0.0039
      aRSq: 0.0039
        LL: -1.5697e+03
       AIC: 3.1414e+03
       BIC: 3.1451e+03
       HQC: 3.1429e+03

% 결과 출력
fprintf('ADF 단위근 검정 결과:\n');

ADF 단위근 검정 결과:

fprintf('검정 통계량 (ADF 통계량): %.4f\n', stat);

검정 통계량 (ADF 통계량): -16.5478

fprintf('P-값: %.4f\n', pValue);

P-값: 0.0010

fprintf('임계값 (1%%, 5%%, 10%%): %.4f, %.4f, %.4f\n', cValue(1), cValue(2), cValue(3));

Index exceeds the number of array elements. Index must not exceed 1.

% 검정 결과 해석
if h == 0
    fprintf('결론: 귀무가설을 기각할 수 없으므로 시계열에는 단위근이 존재합니다.\n');
else
    fprintf('결론: 귀무가설을 기각하므로 시계열에는 단위근이 존재하지 않습니다.\n');
end

As I do it, I keep getting errors in the index part. If you look at the file, as you know, I'm trying to get an adf with the time series data in the second column (it's a first-order differential value), but why is this error occurring

Answer 1

[Cris LaPierre]

cValue is a scalar (only contains a single value), so the error is coming from your attempts to index a 2nd and 3rd value.

[형현]

Okay, what part of the code should I modify

[Torsten]

The fprint command where you try to access cValue(2) and cValue(3) (which don't exist).

But since you expect cValue to have three elements, there might be other parts of your code that need to be modified.

[Walter Roberson]

Perhaps you want to increase the number of lags ?

[형현]

That's right, since the data I originally wanted to use uses a total of 10 variables on the Excel file, there are a total of 10 time series data columns, and through this, I would like to conduct an adf test at once to derive the T and P values in a table.