For Loop-Specific Dates

2016 10 2
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更新时间：2016 10 2
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I want to do rolling window regression between specific dates, for example, from 31.01.2015-28.02.2015 then 28.02.2015-31.03.2015.. etc. (between end of the days of every month).
My dataset's first column consists of dates (with serial numbers format in Matlab)
How can I write the code?
Thank you very much,

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回答（3 个）

Andrei Bobrov
Andrei Bobrov 2016-10-2
编辑：Andrei Bobrov 2016-10-2

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dte = datenum(2015,1,(1:sum(yeardays(2002:2015)))');
[~,~,dv] = datevec(dte);
t = dv == 1;
ii = cumsum([t(2:end);0]);

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meral serçe
meral serçe 2016-10-2
Thank you very much for your answer
How can I integrate this code to a rolling window regression and for other dates like 2002,2003,2004..etc.?
Andrei Bobrov
Andrei Bobrov 2016-10-2
I corrected code.

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meral serçe
meral serçe 2016-10-2

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Thank you very much for your answer
How can I integrate this code to a rolling window regression and for other dates like 2002,2003,2004..etc.?

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meral serçe
meral serçe 2016-10-2
Perfect, also could you write this code with integrating rolling window regression? I mean, integrating this code to a ,regress (Y,X) , with rolling regression (from the end of the day of specific month to other month)
Thank you very much,

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meral serçe
meral serçe 2016-10-2

0 个投票

I mean, integrating this code to a ,
regress (Y,X) , with rolling regression (from the end of the day of specific month to other month)
Thank you very much,

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