Pecentage change of variable
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Hi everyone, I'm very sorry for that question but I'm all new to Matlab and I'm still on my way to figure it out. So, the problem is that I want generate a return (i.e. percentage change) variable. I imported the absolut values of the variable from Excel and now I'd like to replace them by their relative change. More precisely, the value of x_t_ with respect to its predecessor x_t-1_How can I do that? Any answer would be very much appreciated! I guess it's a very easy question for you but it would very much ease the start for me! Thanks, Ben. P.S.: I also got the Financial Toolbox which might help here...
回答（4 个）
Frank
2012-2-8
This could do it:
>> a = [1 1.1 1.2 1 0.9 1.3];
>> b = [diff(a) NaN];
>> b./a
ans =
0.1000 0.0909 -0.1667 -0.1000 0.4444 NaN
diff returns the difference between two vector elements. It is one element shorter, therefore I added a NaN to the new vector. In the end a element-wise division
Cheers, Frank
1 个评论
Walter Roberson
2012-2-8
... and multiply by 100 for percentage ;-)
Frank
2012-2-8
0 个投票
your elements in Bonds are not aligned in a row they are aligned in a column. have a look at a and then at Bond, then you will see the diff. you could either b = [diff(Bond); NaN]; or b = [diff(Bond') NaN];
where ' transposes the matrix/vector Bond
Walter Roberson
2012-2-9
Is your data a vector or an array?
Vector, either row or column vector:
BondsII = [diff(Bonds(:)); NaN];
(BondsII ./ Bonds(:) .* 100) .'
The final .' is just there to make a row vector out of the results
Array, and assuming you want to process across rows (which is not the default):
BondsII = [diff(Bonds,[],2), NaN(size(Bonds,1),1)];
BondsII ./ Bonds .* 100
1 个评论
Isaac
2013-8-8
I have a slight problem when i used this.
For example, I have 13.39 in data(2) and 13.06 in data(1) so the current percent diff should be -2,46 but i am getting +2.52.
Where did i go wrong?
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