Garch meanForecast in loop?

Hey,

I want to do a Garchforecast for the past. I make a loop to calculate the forecast for each period from the past. Let's assume that "r" is a double array 20x1.

For some reason, I still get only one meanForecast. Thanks in advance,

Patrick

k = [];  
i=20;
for i=1:i
  k = [i,1];
  i=i+1;

[coeff,errors,LLF,eFit,sFit] = garchfit(spec,r);

    horizon = 1;
[sigmaForecast,meanForecast,sigmaTotal,meanRMSE] = ...
    garchpred(coeff,r(1:i+1,1),horizon);
end

Answer 1

[Oleg Komarov]

• You're overwtiting everytime the variables
• ??for i:1:i?? DO NOT increase the looping index i inside the loop
• DO NOT use i,j since they are matlab built ins
• Preallocate before the loop for speed

coeff(k,n)
for ii = 1:n
    [coeff(:,ii),errorr(:,ii),...]

end