MATLAB Answers

Plot return HFD data

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Harsh Rob
Harsh Rob on 6 Aug 2019
Commented: Ajay Pattassery on 9 Aug 2019
I want to plot the returns data in matlab, which is a matrix of about 18 million rows and three colums. I first calculate the return matrix which is 18million*1 matrix. Removing the first value(NaN) as it will cause an error in the plot. When I plot this, the graph is really absurd. It gives me two straight lines. I checked the data and it does range from xx to xxx. Also, when I try labelling it, it thows me an error that 'Index exceeds number of array elements'.
Can someone help me with this please?
I am using the below code -
%Calculate the returns
for i = 2:length(medianP)
returnvalues(1) = NaN;
returnvalues(i) = log(medianP(i)) - log(medianP(i-1));
end
filteredreturns = returnvalues(2:length(returnvalues))
plot(filteredreturns);
A= min(filteredreturns);
B = max(filteredreturns);
n= 17575621;
x= linspace(A,B,n);
y= returnvalues;
xlabel('Time')
ylabel('Returns')
title('Returns plot')

  1 Comment

Ajay Pattassery
Ajay Pattassery on 9 Aug 2019
You will not receive any error in MATLAB if the data you are plotting contains NaN values. The plot simply ignores those values and display the rest.
Please attach the section of code where you are labeling and the 'Index exceeds the number of array elements' error is thrown.
Please share the medianP array to investigate the possible error while plotting.

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