The logical index at position 1 contains a true value outside the array boundary （Error tsVAR/estimate (line 826)）

The logical index at position 1 contains a true value outside the array boundary

位置 1 处的逻辑索引包含一个在数组边界之外的 true 值。

Error tsVAR/estimate (line 826)

出错 tsVAR/estimate (第 826 行)

Ei = E(s == iii,:);

出错 TVAR_v1 (第 92 行)

EstMdl = estimate(tMdl,tt,Ye(:,1:6), Y0 = Y00(:,1:6),...

p = 4;

%%
% 加载数据
data = readtable(file_var);

year_quarter = data{:,1};
% 分解为年份和季度部分
year = floor(year_quarter);
quarter = round((year_quarter - year) * 4 + 1);
% 将季度转换为对应的月份
month = (quarter - 1) * 3 + 1;
% 创建一个 datetime 对象
dt = datetime(year, month, 1);
data{:,'time'} = dt;
data = table2timetable(data);
Y = data(:, vars);

%%
% 滤波用于判断经济周期
% one-sided HP filter
raw_data = Y; % 需滤波数据
lambda = 1600;
[Yt,Yc] = hpfilter(raw_data,lambda,FilterType="one-sided");

% 差分方法 去除趋势
Yd = diff(Y);
% 添加状态
Yd{:,"state"} = [NaN; Yc{1:end-1,"lrgdp"}];

%%
% 划分预样本和估计样本
maxp = 4;
T = height(Yd);
eT = T - maxp;

idxpre = 1:maxp;
idxest = (maxp+1):T;

Y0 = Yd(idxpre,:);
Ye = Yd(idxest,:); 

%% 绘图与检验
pic = Yd(:,1:6);
tiledlayout(2,3)
for j = 1:width(pic)
    nexttile
    plot(pic.time,pic{:,j})
    title(pic.Properties.VariableNames(j))
end

% ADF检验
% True 则可以拒绝原假设
[h, pValue] = adftest(Ye);

%% 构建模型

% 基础VAR构建
numseries = numel(vars);
Mdls = varm(Constant=NaN(numseries,1),Lags=[1 2 3 4], ...
        SeriesNames=vars);

% threhold
tt = threshold(0,Type = "discrete");
tt.StateNames = ["Recession" "Expansion"];

% 构建tsVAR
Mdls2 = [Mdls Mdls];
tMdl = tsVAR(tt,Mdls2);

% 转换数据类型
Y00 = table2array(Y0);
Ye = table2array(Ye);

%%
EstMdl = estimate(tMdl,tt,Ye(:,1:6), Y0 = Y00(:,1:6),...
    Z=Ye(:,1),Type="exogenous",IterationPlot=false);

Answer 1

[MULI]

Hi @pula,

• The issue arises when your code is trying to access elements outside the array limits in "tsVAR/estimate.m (line 826)". This is likely due to "s == iii", where 's' or 'iii' has unexpected values.
• Try checking "unique(s)" to see what is inside and make sure "tt.StateNames" matches the expected states. Also, if 'Ye' has missing values, you can remove them as shown below:

      Ye = table2array(Ye);
      Ye(any(isnan(Ye), 2), :) = [];  % Remove NaN rows

• If the issue continues, you can try adding "disp(s)" and "disp(iii)" before that line to check for any invalid values.