清空筛选条件
清空筛选条件

Regression Residuals from a Matrix/ Autocorrelation/ Durbin Watson Test

1 次查看（过去 30 天）
stefan strasser
stefan strasser 2012-12-6
Hello guys, I need to retrieve residuals of a regression in order to do a durbin watson test. the dataset "returns" is 73 columns and 8772 rows. cols are different assets and rows are observations. using the following code it does not loop through all assets… How do i need to change that loop so it goes through all columns and i arrive at retrieving the residuals of the dimension 73 columns 8771 lines?
returns=price2ret(energy);
noofassets=size(returns,2);
for i=1:noofassets
[b,bint,r,rint]=regress(returns(2:end,i),[ones(size(returns,1)-1,1) returns(1:(end-1),i)]);
resids(:,i)=r;
end % end i
Thank you very much for your help!! Stefan

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Linear Regression 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by