1 个投票

Hi Matlab,
I'm running a program, calculating the recurvie residuals (see code below). The loop indicates the model is run for some base period (Z) until end of the sample.
for (i = Z:206)
%data
vX = [LOG_GDP(1:i,:,1), gvm_GDP(1:i,:,1), goverment_bond(1:i,:,1), t_bill(1:i,:,1), inflation(1:i,:,1), LOG_private_investment(1:i,:,1), LOG_mon_base(1:i,:,1), LOG_gvm_spending(1:i,:,1), excess_return(1:i,:,1), Unemployment(1:i,:,1), LOG_private_con(1:i,:,1), LOG_house(1:i,:,1)];
%function to calculate residuals from VECM
[res1] = f(vX, K, r, p)
end
However, I do not understand how to store the estimates forthe loop. If I run the program, it only returns the values for last value.
Does someone know how to store the values?
Any help is greatly appreciated
Best regards

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Rik
Rik 2024-3-8

0 个投票

If you want to store results from all iterations, you need to store them and not overwrite them:
res1 = cell(1,100);index = 0;
for i = Z:206
%data
vX = [LOG_GDP(1:i,:,1), gvm_GDP(1:i,:,1), goverment_bond(1:i,:,1), t_bill(1:i,:,1), inflation(1:i,:,1), LOG_private_investment(1:i,:,1), LOG_mon_base(1:i,:,1), LOG_gvm_spending(1:i,:,1), excess_return(1:i,:,1), Unemployment(1:i,:,1), LOG_private_con(1:i,:,1), LOG_house(1:i,:,1)];
%function to calculate residuals from VECM
index = index+1;
res1{index} = f(vX, K, r, p);
end
res1((index+1):end) = []; % remove unused elements

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Simon Christensen
编辑：Simon Christensen 2024-3-8
Thank you very much @Rik, greatly appreciated! Just one small question: in my function, although not shown above, I have 12 outputs: res1, res2,..., res12. I cannot simple use the code above for all of them, since it always returns the value for res1.
E.g.
res2 = cell(1,100);index = 0;
for i = Z:206
%data
vX = [LOG_GDP(1:i,:,1), gvm_GDP(1:i,:,1), goverment_bond(1:i,:,1), t_bill(1:i,:,1), inflation(1:i,:,1), LOG_private_investment(1:i,:,1), LOG_mon_base(1:i,:,1), LOG_gvm_spending(1:i,:,1), excess_return(1:i,:,1), Unemployment(1:i,:,1), LOG_private_con(1:i,:,1), LOG_house(1:i,:,1)];
%function to calculate residuals from VECM
index = index+1;
res2{index} = f(vX, K, r, p);
end
res2((index+1):end) = []; % remove unused elements
The code return the values for res1 given the output of the function is counstructed [res1,...,res12] (just shortend here, in the 'real version', they are defined as full sequenece between res1 and res12)
do you know how to deal with his?
Actually, I think i found the solution to the above by myself: It is just to rearrange the function outout. All good!
Rik
Rik 2024-3-8
Ran in:
Ran in:
You should not use numbered variables. That encodes data in the variable name, which is a fragile method of design that doesn't scale well.
res = cell(100,4);index = 0;
for n=1:3
index = index+1;
[res{index,:}]=example_function;
end
res((index+1):end,:) = []; % remove unused elements
disp(res)
{[1.1713]} {[2.3546]} {[3.6638]} {[4.5237]} {[1.4065]} {[2.1759]} {[3.1997]} {[4.8497]} {[1.1356]} {[2.5412]} {[3.4620]} {[4.7298]}
% example function with 4 outputs
function [a,b,c,d]=example_function
a=1+rand;b=2+rand;c=3+rand;d=4+rand;
end

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