Roger Wohlwend

LLB Asset Management AG

Last seen: 3 years 前 | 自 2012 起处于活动状态

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Professional Interests: Time Series Analysis, Financial Modeling, Forecasting

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Means of this numbers
The first column is the date. Use the function datestr zu convert the numbers into Dates. >> datestr(735453) ans = ...

8 years 前 | 0

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ANOVA, different mean in a graph
Boxplot Shows the median and multcompare the mean. That's why the values are different.

8 years 前 | 0

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is is possible to copy the output figure onto an excel sheet
If you have the Toolbox Spreadsheet Link it is easy. Otherwise you have to save a figure and then Import in in Excel. But there ...

8 years 前 | 0

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How to create a simple cash flow and net investment
cumsum([-Cost1; repmat(Return_pa,20,1)])

8 years 前 | 0

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Interest rate - stagnant years.
Define a vector with the interest rate for each year. r = [zeros(1,2), 0.05*ones(1,8)] Then the account Balance for each...

8 years 前 | 0

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Multivariate Regression with coeffcients constrained to lie on a k polynom
You have to use optimization for your Problem. Use the Matlab function fmincon.

8 years 前 | 0

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How to reduce the dimensions of a row vector?
You cannot apply PCA on a vector. You need a matrix for that.

8 years 前 | 1

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Automatic ARIMA model identification in MATLAB (like auto.arima in R)
No, there is no such function. You can identify a suitable model with the Information criterions (AIC and BIC).

8 years 前 | 1

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Changing variable value after each loop interation and store them in array
for i=1:61 for k=1:8 xx(i,k) = nthroot(Q(i)/((100/k)*B*(S0^(1/2))),5/3); end end

8 years 前 | 0

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Calculate monthly averages without reshaping
A = accumarray(date, variable, [], @mean); MeanValues = A(date);

8 years 前 | 0

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How can I enter this equation in matlab?
Use a function handle. f = @(X) (R+1)*F*(-log(1-X)/k1/C + k2*C*X/k1 - k2*C*X^2/2/k1); V = feval(f, X0) - feval(f, R*X0...

8 years 前 | 0

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having two conditions for if statements
if (S == 1) || (S == 2) || (S == 3) if (X(1) == 0) Y = 100 / S; else Y = 0; end end

8 years 前 | 6

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Index exceeds matrix dimensions : Error
Albedo(t) only exist if Ps(t) > SS. It seems that for k = 2 this condition is not met, the code in the if-clause is not execute ...

8 years 前 | 0

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How to avoid duplicate records when using datainsert?
No, you can't specify something like that. If you want datainsert to continue with the next dataset if it encounters a duplicate...

8 years 前 | 0

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Proving distributive law with for loop
You can do it without a Loop! You *should* do it without a Loop! n = 10000; x=rand(n,1); y=rand(n,1); z=rand(n,1);...

8 years 前 | 0

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Stepwise linear regression: unexpected result of form X1*X2 and X1:X2. How to interpret it?
Yes, it is a multiple linear Regression. The model consists of three variables: X1, X2 and X1*X2. The third variable is just the...

8 years 前 | 0

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The size of my PCA isn't correct
It seems that Matlab expects a Matrix with more observations than variables (i.e. more rows than columns). As you violate that r...

8 years 前 | 2

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Error using fzero function
As the error message says, _fzero_ needs a function handle as first Input Argument. Your variable _fun_ is a Vektor or a Matrix,...

8 years 前 | 0

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GARCH Prediction not possible
You invoke the function forecast with Mdl, which is just a model specification and thus contains no coefficients. You have to us...

9 years 前 | 2

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How to find the optimal p for AR model
You could use the Akaike or the Bayesian Information criterion (Matlab function aicbic). Also consult the page "Choosing ARMA la...

9 years 前 | 0

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Log Returns of Stock Prices
You can keep things quite simple. Import your stock data, create two variables, one - let's call it D - that contains the dates,...

9 years 前 | 2

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Select August data from a vector column in the format YYYYMMDD
First convert your time vector into a vector that contains the date as a number. Date = datenum(Date_Vector,'YYYYMMDD'); ...

9 years 前 | 0

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P-values for mvregress
[beta,Sigma,E,CovB] = mvregress(X,Y) The fourth output (CovB) is the covariance matrix of the coefficient. You can use that...

9 years 前 | 0

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Fetching data from Access query in MATLAB
There seems to be something wrong with your database connection, or your query does not exist, or the field. Check those three i...

9 years 前 | 0

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plotting a vector versus a time
plot(time, matrix)

10 years 前 | 0

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How do i predict future price by applying moving average?
I always use the function filter to calculate a moving average of length N. N = 3; MA = filter(ones(N,1),N,Y); Howeve...

10 years 前 | 0

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max matrix size for linear optimization
You try to solve an optimizing problem with over 5000 variables? I am not surprised that Matlab cannot do that. I think you have...

10 years 前 | 0

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Inner matrix dimensions must agree.
Try f1 = @(x) (1-2*x).*(exp(-i*x))

10 years 前 | 0

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VAR with special error structure
First estimate the VAR (X,Y) with the function vgxvarx. Then estimate the parameter f with a regression. After having estimated ...

10 years 前 | 0

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Cannot type anything in Command Window after run M.file!
You did nothing wrong. When Matlab is busy executing some code it does not allow you to type anything in the command window.

10 years 前 | 0

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