Time Series modeling/Predicting for GARCH
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hello! I am new to matlab and my goal was to predict using a GARCH Model. I currently understand up to how to model using the econometirc modeler for Garch but I beleive my dates data is not in the correct format to be used for this time series application. Attach is my data and below is the various codes I tried.
data_table=readtable('collide.csv');
data_timetable=table2timetable(data_table);
TF=istimetable(data_timetable) #TF=logical 1
Although the issue with the above code was that it changed my date's year to the below.
01/01/14 #before code
01/01/0014 #aftercode
time=datetime(collide(;,1),'ConvertFrom','datenum');
#Error using datetime (line 586)
Input data must be one numeric
matrix when converting from a
different date/time representation.
I thought this may have something to do with the fact that my class is chr but I am too much a newbie to matlab so I am unsure what is the next step to take.
0 commentaires
Réponses (1)
Peter Perkins
le 5 Mai 2020
You were on the right track, it's just that you file contains two-digit year timestamps, and you need to specify that. Pragmatically, you could have just done this:
>> t = readtable('collide.csv');
>> head(t)
ans =
8×2 table
date pedestrian
__________ __________
01/01/0014 399
01/02/0014 603
01/03/0014 423
01/04/0014 418
01/05/0014 320
01/06/0014 518
01/07/0014 491
01/08/0014 616
>> t.date = t.date + calyears(2000);
>> head(t)
ans =
8×2 table
date pedestrian
__________ __________
01/01/2014 399
01/02/2014 603
01/03/2014 423
01/04/2014 418
01/05/2014 320
01/06/2014 518
01/07/2014 491
01/08/2014 616
but you can also use detectImportOptions to fix the problem before it happens. I'll show using readtimetable; in MATLAB releases before R2019b (I think) you can use readtable and then table2timetable:
>> opts = detectImportOptions('collide.csv');
>> opts = setvaropts(opts,"date","InputFormat",'MM/dd/yy');
>> tt = readtimetable('collide.csv',opts); head(tt)
ans =
8×1 timetable
date pedestrian
________ __________
01/01/14 399
01/02/14 603
01/03/14 423
01/04/14 418
01/05/14 320
01/06/14 518
01/07/14 491
01/08/14 616
The datetimes in that timetable have the same format as in your file; I'd suggest setting the format to something else:
>> tt.date.Format = 'dd-MMM-yyyy'; head(tt)
ans =
8×1 timetable
date pedestrian
___________ __________
01-Jan-2014 399
02-Jan-2014 603
03-Jan-2014 423
04-Jan-2014 418
05-Jan-2014 320
06-Jan-2014 518
07-Jan-2014 491
08-Jan-2014 616
I'm not sure what you need to do after that. The error you got from
time=datetime(collide(;,1),'ConvertFrom','datenum')
is because collide(;,1) is a table (timetable?). That input would need to be numeric, collide.date would have worked, but I recommend that you stay away from datenums. datenum and datetime don't mix, and datetime likely does everything you need.
0 commentaires
Voir également
Catégories
En savoir plus sur Conditional Variance Models 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!