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generate ARCH data set
Hi, I need to create an ARCH(1) data vector (1000,1). Parameters are alpha0=0.1 and alpha1 = 0.4. errors follow a standard no...

mehr als 11 Jahre vor | 0 Antworten | 0

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least absolute deviation matlab
Hi, Is the a way to do parameter estimation using Least Absolute deviation with constraints in matlab. If so, please let ...

mehr als 11 Jahre vor | 1 Antwort | 0

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summary statistics in matlab
Hi, Can someone please let me know if there's a command in matlab to get more than one summary statistics in one command like...

mehr als 11 Jahre vor | 2 Antworten | 0

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write matlab output to minitab
Hello, Can someone please let me know if there's a code that I can use to export a data set I have generated in matlab to MIN...

mehr als 11 Jahre vor | 0 Antworten | 0

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integrate definite integrals matlab
Hi What is wrong with the following code please? thanks int((5*x)/((x^3-(7*x))^4), x=-1..1)

mehr als 11 Jahre vor | 1 Antwort | 0

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constrained mle estimation of Arma
Hi, Can someone please let me know how to estimates arma models using mle with the constraint that parameter estimates are po...

mehr als 11 Jahre vor | 0 Antworten | 0

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round off in matlab
Hi, I am running a large simulation in matlab. I have noticed that matlab rounds off after 4 decimal places and this affects...

mehr als 11 Jahre vor | 1 Antwort | 0

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selecting values of a vector
Hi, Is there a way to pick the element of a vector which is closest to 1. Let's say A = [ 113; 14; 6; 43; 9; 2 ] I wa...

mehr als 11 Jahre vor | 1 Antwort | 0

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stopped in debugger question
Hi, I was running a program with a dbstop if NAN/inf line. The program ran and gave results. however, at the bottom where ...

mehr als 11 Jahre vor | 1 Antwort | 1

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compute aic in matlab
Hi , Anybody know how to calculate the CORRECTED AIC in matlab? I have a code which calculates the aic but I need to find ...

mehr als 11 Jahre vor | 0 Antworten | 0

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LS Estimates aren't accurate
Hello Can you please help me correct this? I am not getting the correct estimates from the following code.

mehr als 11 Jahre vor | 1 Antwort | 0

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delete rows with a special number
Hi , can someone please help me to delete the entire rows with 99? A= [ 0.0125 0.9025 99.0000 99.0000 ...

mehr als 11 Jahre vor | 2 Antworten | 0

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using a seed for normal random number
Hi, I am using the following code in a simulation. I need to use a seed to generate the same random numbers. can you please h...

mehr als 11 Jahre vor | 1 Antwort | 0

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writing fmincon funtion in matlab
Hi, Can someone please elp me to do the following optimization problem unsin FMINCON . I have a hard time writng the function th...

mehr als 11 Jahre vor | 2 Antworten | 0

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sum of a series
Hi, Can someone please help me to write the following code using a summation for i = 1:1000 v(i) =y(i) - a0- a1...

mehr als 11 Jahre vor | 2 Antworten | 0

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delete rows of a matrix
I have a vector A = [ 1 0 2; 0 3 4; 3 5 0; 0 0 0; 1 1 1 ] I need to delete the ro...

mehr als 11 Jahre vor | 2 Antworten | 0

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Matrix is singular, RCOND=NAN
I am using the following code in a simulation and get a warning message. Is there any way to correct it? lb = 0.00...

mehr als 11 Jahre vor | 2 Antworten | 0

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Please expalin the error
I am using the following code in a simulation program x= lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0,options) When I use lb = [0.0...

mehr als 11 Jahre vor | 1 Antwort | 0

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Please help with the Inequality
In the following code: x = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0,options) lb and ub are such that lb<=x<=ub. Is the...

mehr als 11 Jahre vor | 1 Antwort | 0

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delete certain elements in a matrix
Is there any way to delete certain rows(with a pattern) in a matrix like to delete rows 1,6,11,21,26,..... using a loop T...

mehr als 11 Jahre vor | 3 Antworten | 0

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How to deal with this
Hi, I have a large matrix that is generated in a simulation. I have noticed that some of the columns are NAN (entire colum...

mehr als 11 Jahre vor | 1 Antwort | 0

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please help with the error
Can someone please help with the error? clc; clear; warning off; runs =100; p=1; ...

mehr als 11 Jahre vor | 2 Antworten | 0

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assign subscrips to vectors
I have 5 vectors yt1, yt2, yt3,yt4,yt5 of size 200*1. I need to assign subscripts so that I can call the vector I want in sid...

mehr als 11 Jahre vor | 3 Antworten | 0

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symbolic expantion in matlab
hi, I need to expand [1- (a1+b1)B ] / (1-b1B) and get a polynomial. Can someone help me with this please? Thanks.

mehr als 11 Jahre vor | 1 Antwort | 0

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Variable calculations with matlab
Hi, is it possible to get variable expressions in matlab? For example: From >> y = (a+b)^2 Can I get >> ...

mehr als 11 Jahre vor | 1 Antwort | 0

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sum of coefficients less than 1
Can someone please modify the following code so that it has a constraint that the sum of ar1 and ar2 is less than one. Thanks...

mehr als 11 Jahre vor | 1 Antwort | 0

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Please expalin the error
Hi , for the data set y, I need to fit an ar model and calculate the best order using aic. I used the following code to ...

mehr als 11 Jahre vor | 1 Antwort | 0

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find ar oder using aic
I have a data set y. I need to find the best ar order using AIC. Can some one help me with the code please? thanks

mehr als 11 Jahre vor | 1 Antwort | 0

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Can you help me fix this?
*Im using the following function* function beta = arima(y, p, q, C, sigma) if nargin < 4 C = 0; end if ...

fast 12 Jahre vor | 1 Antwort | 0

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Remove zeros from matrix
Please help me trim the zeros off the top the the X matrix. Thanks function Beta = nnARMAParam(y, p, q, C, sigma) if na...

fast 12 Jahre vor | 1 Antwort | 0

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