Error: Index exceeds the number of array elements (1).

%% Omitting NA's from intial dataset
data = rmmissing(Zerocoupondata);
data.SVENY05(12523) = 0.875;
%% Declaring variables:

Time = table2array(data(14:14600,1));% Time variable
Time = datenum(Time); % Declaring time as datenum
Y01 = table2array(data(14:14600,2)); % Bond of 1 year maturity
Y02 = table2array(data(14:14600,3)); % Bond of 2 years maturity
Y03 = table2array(data(14:14600,4)); % Bond of 3 years maturity
Y04 = table2array(data(14:14600,5)); % Bond of 4 years maturity
Y05 = table2array(data(14:14600,6)); % Bond of 5 years maturity


%% Realized Variance

% The variance through the whole sample period
Y05Var = (Y05(2:end) - Y05(1:end-1)).^2;

% Creating a loop to register timeshifts
%%
dates=Time;

g=1; 

months = size(Y05Var,1);
years = size(Y05Var,1);
months(1)=month(dates(1)); 

years(1)=year(dates(1)); 

temp=1; 


%%

for i=1:size(Y05Var,1)

    if months(g) == month(dates(i)) & years(g) == year(dates(i));
        
    else


        var_monthly(g)=sum((Y05(temp+1:i-1)-Y05(temp:i-2)).^2); 

        g=g+1;

        temp=i;    
        
       

    end   


end

I get the error in the line "if months(g) == month(dates(i)) & years(g) == year(dates(i));". I hope you guys can help me. I am new to matlab. Thank you!

[Mads]

Ah okay, I totally understand and I am very sorry and will try tochange it back again. Thank you for noticing me Jan.

[Jan]

Thanks, Mads. I've removed the discussion.

Answer 1

[Jan]

You have defined months as a scalar:

months(1) = month(dates(1));

Then months(g) must fail, if g>1.

I cannot guess, what you want to do instead, so it is not possible to suggest a solution. A bold guess:

% Replace: months(1) = month(dates(1)); by
months = month(dates);