Rolling sample for a matrix
3 ビュー (過去 30 日間)
古いコメントを表示
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....
0 件のコメント
回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Matrix Decomposition についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!