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Loop syntax in matlab

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Quantopic
Quantopic 2013 年 5 月 16 日
Dear matlab users, I'm trying to implement a loop in matlab for estimating a markov-switching model; for instance, the code for the variable 1 is the following:
%Defining inputs
dep = JunkReturn1;
indep = [JunkSilliq1 Billiq TERM uTERM DEF uDEF rSP500 dVIXLeveragecorr];
k = 2;
S=[1 1 1 1 1 1 1 1 1];
advOpt.distrib = 'Normal';
advOpt.std_method=1;
%Estimating the model
[Spec_Out]=MS_Regress_Fit(dep,indep,k,S,advOpt);
This code works well, but, I've more than 100 variables, all of them are index-linked (e.g. JunkReturn1, JunkReturn2,...,JunkSilliq1, JunkSilliq2,...) and I want to speed the process up implementing a loop. I wrote the following code down to do that:
for i = 1:22
dep = JunkReturn(i);
indep = [JunkSilliq(i) Billiq TERM uTERM DEF uDEF rSP500 dVIXLeveragecorr];
k = 2;
S=[1 1 1 1 1 1 1 1 1];
advOpt.distrib = 'Normal';
advOpt.std_method=1;
[Spec_Out]=MS_Regress_Fit(dep,indep,k,S,advOpt);
end
but it does not work. Can someone of you tell me where I'm in wrong? Thanks everyone for helping!

回答 (1 件)

Walter Roberson
Walter Roberson 2013 年 5 月 16 日

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