Generating covariance from matrix
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Ryan Chow
il 24 Gen 2020
Commentato: Walter Roberson
il 24 Gen 2020
I have the data y as follows and I am trying to find the covariance between the 1st row and 2nd row, 2nd row and 3rd row, 3rd row and 4th row, so on. I don't seem to be able to save the values into a matrix either and would appreciate any hints. Thank you!
y = rand(20,1)
for i = 1:20
autocov=cov(y(i:19),y(i+1:20))
end
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Walter Roberson
il 24 Gen 2020
Modificato: Walter Roberson
il 24 Gen 2020
N = 20;
y = rand(N,1);
autocov = zeros(2, 2, N);
for i = 1:N
autocov(:, :, i) = cov(y(i:19),y(i+1:20));
end
The result will be a 2 x 2 x 20 array.
2 Commenti
Walter Roberson
il 24 Gen 2020
N = 20;
y = rand(N,1);
cov12 = zeros(1,N);
for i = 1:N
autocov = cov(y(i:19),y(i+1:20));
cov12(i) = autocov(1,2);
end
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