Statistics
19 Questions
0 Answers
RANK
160,810
of 300,840
REPUTATION
0
CONTRIBUTIONS
19 Questions
0 Answers
ANSWER ACCEPTANCE
36.84%
VOTES RECEIVED
0
RANK
of 21,092
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 171,238
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Question
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 years ago | 1 answer | 0
1
answerQuestion
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 years ago | 0 answers | 0
0
answersQuestion
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 years ago | 0 answers | 0
0
answersQuestion
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 years ago | 0 answers | 0
0
answersQuestion
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 years ago | 0 answers | 0
0
answersQuestion
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 years ago | 1 answer | 0
1
answerQuestion
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 years ago | 1 answer | 0
1
answerQuestion
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 years ago | 0 answers | 0
0
answersQuestion
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...
8 years ago | 0 answers | 0
0
answersQuestion
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...
8 years ago | 1 answer | 0
1
answerQuestion
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%...
8 years ago | 1 answer | 0
1
answerQuestion
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...
8 years ago | 1 answer | 0
1
answerQuestion
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 years ago | 1 answer | 0
1
answerQuestion
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 years ago | 2 answers | 0
2
answersQuestion
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 years ago | 2 answers | 0
2
answersQuestion
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 years ago | 2 answers | 0
2
answersQuestion
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 years ago | 1 answer | 0
1
answerQuestion
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 years ago | 2 answers | 0
2
answersQuestion
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 years ago | 1 answer | 0
