MATLAB Answers

regression analysis of lagged days

4 ビュー (過去 30 日間)
Keran
Keran 2020 年 7 月 26 日
コメント済み: Keran 2020 年 7 月 26 日
Hi,
I'm quite new with matlab and I need help with one thing. I want to make regression analysis where dependent variable is premium of day and independent is premium at day t-1 and so on. I can only regress one day lag but not further. I couldn'tdo this with fitlm. Below is my regression but when running there's an error: Error in LinearModel.fit (line 1224)
model.Formula =
LinearModel.createFormula(supplied,modelDef,X, ...
Error in fitlm (line 121)
model = LinearModel.fit(X,varargin{:});
pdpersistency1=fitlm(pd(1:1268,1), pd(2:1269,1), pd(3:1270,1))

  0 件のコメント

サインインしてコメントする。

採用された回答

Thiago Henrique Gomes Lobato
Thiago Henrique Gomes Lobato 2020 年 7 月 26 日
Your first argument should be a matrix with all the variables you need for prediction. So, in your case, you need to form a matrix with both time lags. Ex:
pd = randn(100,1); % Your data
pdpersistency1=fitlm([pd(1:end-2),pd(2:end-1)],pd(3:end))

  1 件のコメント

Keran
Keran 2020 年 7 月 26 日
Hi,
This helped, thank you.

サインインしてコメントする。

その他の回答 (0 件)

Community Treasure Hunt

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

Start Hunting!

Translated by