Rolling sample for a matrix

2 vues (au cours des 30 derniers jours)
Raisul Islam
Raisul Islam le 11 Avr 2016
Hi, I have a set of data with 2058 rows (daily observations over 5 year period) and 14 columns (14 countries). I am trying to find Diebold and Yilmaz spillover index. Now instead of using the entire matrix at once I want to check for spillover index in rolling samples. Meaning, first I want the sample to be 1 to 100 rows and 14 columns, than again the analysis will run again on 2 to 101 rows and 14 columns...and so it will go on for 2058 rows....Each time the spillover coefficients I get I will plot them......Please advise me the codes.....The data are all stock return data....

Réponses (0)

Catégories

En savoir plus sur Matrix Decomposition dans Help Center et File Exchange

Community Treasure Hunt

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

Start Hunting!

Translated by