Community Profile # Astrik

Active since 2016

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Compute the p-value of Diebold-Mariano Test
I am using Diebold-Mariano Test for testing the equal predictive accuracy. The use the code written by Semin Ibisevic (2011) t...

6 years ago | 1 answer | 0

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Question

Compute t-test for a root mean square error
I would like to compute a t-test for two vectors. More specifically, test whether RMSE_1-RMSE_2 is equal to zero against th...

6 years ago | 1 answer | 0

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Question

Label x-axes by fraction
I am trying to graph a simple plot. The y-axis should be a vector of 19*1 with different values. My x-axis should be the numbe...

6 years ago | 1 answer | 0

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Question

Forecast and estimate in rolling window
I am trying to estimate the parameters in rolling window regression and then conduct a out-of sample fit forecast with realized ...

6 years ago | 0 answers | 0

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Question

Fit the random walk model with drift to the data
I have a time series data of exchange rates. I can apply many tests, such as variance ratio test, to see if it is a random wa...

6 years ago | 2 answers | 0

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Question

Find the indices of elements of matrix that were multiplied
I have a task to find the maximum product of elements in a matrix. The input arguments are the matrix and the scalar n that tell...

6 years ago | 1 answer | 0

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Question

Compute the product of the next n elements in matrix
I would like to compute the product of the next n adjacent elements of a matrix. The number n of elements to be multiplied shoul...

6 years ago | 6 answers | 0

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Question

Unable to store the persistent variable
I am trying to store two persistent variables in order to use them in further iterations. The problem is with the second variabl...

6 years ago | 1 answer | 0

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Question

Getting error Operands to the || and && operators must be convertible to logical scalar values.
I have to check the arguments of my function for a number of cases. The function passes all tests besides the arguments 12...

6 years ago | 2 answers | 0

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Question

Error when looping over an object array
I have created two classes: a market and a good. I can add goods to market by buying them or I can remove them from my market by...

6 years ago | 1 answer | 0

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Question

Add an item to a class
I have two classes defined: library and book. The library has name and books. Book has a name and and an author. I have a meth...

6 years ago | 1 answer | 0