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Not able to use previous element in matrix inside for loop

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david hellenius
david hellenius 2020 年 2 月 16 日
I am trying to figure out why the following simple code doesnt work:
sigma=nan(size(returns,1),1);
sigma(1)=0;
sigma(2)=0;
sigma(3)=R_p(2,1)^2;
for j=4:size(returns,1)
sigma(j)=0.94*(sigma((j-1)))^2+(1-0.94)*(R_p(j-1))^2;
end
It returns the sigma matrix with "inf" as elements. Anybody who knows why?What am i missing?
  1 件のコメント
Bhaskar R
Bhaskar R 2020 年 2 月 16 日
編集済み: Bhaskar R 2020 年 2 月 16 日
What is R_p value?

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回答 (1 件)

Muhammad Usama Sharaf SAAFI
Muhammad Usama Sharaf SAAFI 2020 年 2 月 16 日
Declare R_p in above code. You are not showng complete code here.

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