subscipted assignment dimension mismatch

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Abdelrazzaq
Abdelrazzaq 2015-11-25
评论： Walter Roberson 2015-11-25
Dear all;
I have 2 time series, two columns (attached). and just trying to use the code (attached) for the ADCC (mutlivariate) model as written by Kevin Sheppard.
Instead of calling the function direclty. I just copy and past step by step to understand what is going on. I definded the inputs as follows:
data = time series attached
(imported from my desktop) then converted to A T by K matrix of zero mean residuals by
[T,k] = size(data);
data2d = data;
eta = data.*(data<0);
data = zeros(k,k,T);
dataAsym = [];
m=1;
l=1;
n=1;
p=1;
o =0;
q=1;
gjrType = [];
method = 'diagonal;
composite = [];
startingVals = [];
options = [];
once I copy and paste the first part of the code:
if ndims(data)==2
[T,k] = size(data);
data2d = data;
eta = data.*(data<0);
data = zeros(k,k,T);
dataAsym = zeros(k,k,T);
for t=1:T
data(:,:,t) = data2d(t,:)'*data2d(t,:);
dataAsym(:,:,t) = eta(t,:)'*eta(t,:);
end
elseif ndims(data)==3
[k,~,T]=size(data);
data2d = zeros(k,k,T);
for i=1:k
data2d(:,i) = squeeze((1-2*(dataAsym(i,i,:)==0)) .* sqrt(data(i,i,:)));
end
else
error('DATA must be either a K by T matrix of a K by K by T 3-dimensional array.')
end
if ~isempty(dataAsym)
if ndims(dataAsym)~=3
error('DATAASYM must be a K by K by T array.')
end
[k1,k2,T2] = size(dataAsym);
if k1~=k || k2~=k || T2~=T
error('DATAASYM must be a K by K by T array.')
end
end
I got the following the error message: Subscripted assignemnt dimension mismatch"
I am using MATLAB 2013a.
please see attached data and code and advice.
  1 个评论
Walter Roberson
Walter Roberson 2015-11-25
Which line does the error occur on? Please include the complete error message, everything in red.

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