Regression Residuals from a Matrix/ Autocorrelation/ Durbin Watson Test
4 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Hello guys, I need to retrieve residuals of a regression in order to do a durbin watson test. the dataset "returns" is 73 columns and 8772 rows. cols are different assets and rows are observations. using the following code it does not loop through all assets… How do i need to change that loop so it goes through all columns and i arrive at retrieving the residuals of the dimension 73 columns 8771 lines?
returns=price2ret(energy);
noofassets=size(returns,2);
for i=1:noofassets
[b,bint,r,rint]=regress(returns(2:end,i),[ones(size(returns,1)-1,1) returns(1:(end-1),i)]);
resids(:,i)=r;
end % end i
Thank you very much for your help!! Stefan
0 Commenti
Risposte (0)
Vedere anche
Categorie
Scopri di più su Probability Distributions and Hypothesis Tests in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!