Jack Bratton

2018 年からアクティブ

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質問

How to ignore NaN on functions on vectors
I am trying to run a variance ratio test on a vector of stock prices. Some of the prices are missing, and NaN is in those cells....

7年以上前 | 1 件の回答 | 0

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質問

How to ignore NaN when calculating variance ratio in a loop
I am trying to calculate the variance ratio for each day of observations that I have. I have multiple assets, and some were not ...

7年以上前 | 0 件の回答 | 0

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質問

vratiotest 'period' input
What exactly is the meaning of the 'period' input in the vratiotest function? It says: Scalar or vector of integers greater t...

7年以上前 | 0 件の回答 | 0

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質問

How to use vratiotest to calculate 10 day variance/1 day variance to get variance ratio
I have a vector of 1713 stock price observations. I need to loop through these to get the variance ratio for every day (or as ma...

7年以上前 | 0 件の回答 | 0

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質問

How to use vratiotest on a vector of prices to calculate a vector of variance ratios
I have a vector of prices for a stock, and need to use vratiotest to calculate the variance ratio for the stock over time. How t...

7年以上前 | 0 件の回答 | 0

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質問

How to use a sigma-style sum on a vector of stock log prices
I have a vector of log prices, and need to begin to calculate the variance ratio. The first step of this is: <</matlabcentr...

7年以上前 | 1 件の回答 | 0

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質問

What function to use to calculate a vector of variance ratios
I have a vector of stock returns (or prices, whichever is needed), and need to calculate the variance ratio over time. Each of t...

7年以上前 | 1 件の回答 | 0

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質問

How to match stock data to its date
I have an excel file of stock data for 114 equities over a period of ~ 6 years. It is in the format: PERMNO date ...

7年以上前 | 0 件の回答 | 0

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質問

How to run a loop to perfrom a function on multiple variables in a table
I have a table of panel returns, so that I can run a Value-at-Risk estimation. However, the code I am using will only work for o...

7年以上前 | 0 件の回答 | 0

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質問

How to convert dates in the format yyyymmdd to mm/dd/yyyy
I have a vector of dates (in number format) in the form yyyymmdd (ex: 20100903 for 9/3/2010). I need to convert these to mm/dd/y...

7年以上前 | 1 件の回答 | 0

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質問

How to create a loop to create columns based on an index number
I have data that looks like the following: Ticker Return Index 1/1/2013 AAPL -.5% 1 1/2/2013 AAPL 1.0%...

7年以上前 | 1 件の回答 | 0

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質問

Separating Data into columns based on certain text variable in that data
I have a list of daily stock returns for each stock on the S&P 500. The returns are formatted so that each stock is grouped toge...

7年以上前 | 1 件の回答 | 0

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質問

How to remove daily data and leave the last day of each month
I have a matrix of daily US Yield curve spreads from 1990 to 2017. The data is daily, but I need to remove all except the last ...

8年弱前 | 1 件の回答 | 0

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質問

How to convert a datetime vector to a cell in the form M/D/YYYY
I have a datetime vector of the beginning dates of each quarter in the form 04/01/1947. I need to convert this entire vector to ...

8年弱前 | 2 件の回答 | 0

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回答

質問

How to convert numbers in the form yyyymm to dates in the form mm/dd/yyyy
I have a vector of dates that are not recognized as dates, but numbers. I need this vector to be converted to the form mm/dd/yyy...

8年弱前 | 2 件の回答 | 0

2

回答

質問

How to create a counter variable in a loop
I have a row vector where each entry in the vector is a number 1-9. I need to count how many times each number occurs in the vec...

8年弱前 | 2 件の回答 | 0

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質問

How to create a column (in a table) of percent best for multiple ARMA-GARCH specifications
I have a table that has different ARMA-GARCH specifications as rows with different assets as the Variable Names. Each asset has ...

8年弱前 | 1 件の回答 | 0

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質問

How to delete certain rows of a table based on time
I have minute by minute data for gold prices, and need to delete rows that are not in the time range 8:25-9:00. The data goes th...

8年弱前 | 2 件の回答 | 0

2

回答

質問

How to separate a data set into multiple tables sorted by a specific variable
I have datathat is 63351 x 7 cell. The data is different prices of commodities/assets at specific times. At first, all data for ...

8年弱前 | 1 件の回答 | 0

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