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Roger Wohlwend


LLB Asset Management AG

Last seen: 3 years ago |  Active since 2012

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Professional Interests: Time Series Analysis, Financial Modeling, Forecasting

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Answered
Means of this numbers
The first column is the date. Use the function datestr zu convert the numbers into Dates. >> datestr(735453) ans = ...

8 years ago | 0

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Answered
ANOVA, different mean in a graph
Boxplot Shows the median and multcompare the mean. That's why the values are different.

8 years ago | 0

Answered
is is possible to copy the output figure onto an excel sheet
If you have the Toolbox Spreadsheet Link it is easy. Otherwise you have to save a figure and then Import in in Excel. But there ...

8 years ago | 0

Answered
How to create a simple cash flow and net investment
cumsum([-Cost1; repmat(Return_pa,20,1)])

8 years ago | 0

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Interest rate - stagnant years.
Define a vector with the interest rate for each year. r = [zeros(1,2), 0.05*ones(1,8)] Then the account Balance for each...

8 years ago | 0

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Answered
Multivariate Regression with coeffcients constrained to lie on a k polynom
You have to use optimization for your Problem. Use the Matlab function fmincon.

8 years ago | 0

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How to reduce the dimensions of a row vector?
You cannot apply PCA on a vector. You need a matrix for that.

8 years ago | 1

Answered
Automatic ARIMA model identification in MATLAB (like auto.arima in R)
No, there is no such function. You can identify a suitable model with the Information criterions (AIC and BIC).

8 years ago | 1

Answered
Changing variable value after each loop interation and store them in array
for i=1:61 for k=1:8 xx(i,k) = nthroot(Q(i)/((100/k)*B*(S0^(1/2))),5/3); end end

8 years ago | 0

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Answered
Calculate monthly averages without reshaping
A = accumarray(date, variable, [], @mean); MeanValues = A(date);

8 years ago | 0

Answered
How can I enter this equation in matlab?
Use a function handle. f = @(X) (R+1)*F*(-log(1-X)/k1/C + k2*C*X/k1 - k2*C*X^2/2/k1); V = feval(f, X0) - feval(f, R*X0...

8 years ago | 0

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Answered
having two conditions for if statements
if (S == 1) || (S == 2) || (S == 3) if (X(1) == 0) Y = 100 / S; else Y = 0; end end

8 years ago | 6

Answered
Index exceeds matrix dimensions : Error
Albedo(t) only exist if Ps(t) > SS. It seems that for k = 2 this condition is not met, the code in the if-clause is not execute ...

8 years ago | 0

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Answered
How to avoid duplicate records when using datainsert?
No, you can't specify something like that. If you want datainsert to continue with the next dataset if it encounters a duplicate...

8 years ago | 0

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Answered
Proving distributive law with for loop
You can do it without a Loop! You *should* do it without a Loop! n = 10000; x=rand(n,1); y=rand(n,1); z=rand(n,1);...

8 years ago | 0

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Answered
Stepwise linear regression: unexpected result of form X1*X2 and X1:X2. How to interpret it?
Yes, it is a multiple linear Regression. The model consists of three variables: X1, X2 and X1*X2. The third variable is just the...

8 years ago | 0

Answered
The size of my PCA isn't correct
It seems that Matlab expects a Matrix with more observations than variables (i.e. more rows than columns). As you violate that r...

8 years ago | 2

Answered
Error using fzero function
As the error message says, _fzero_ needs a function handle as first Input Argument. Your variable _fun_ is a Vektor or a Matrix,...

8 years ago | 0

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GARCH Prediction not possible
You invoke the function forecast with Mdl, which is just a model specification and thus contains no coefficients. You have to us...

8 years ago | 2

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Answered
How to find the optimal p for AR model
You could use the Akaike or the Bayesian Information criterion (Matlab function aicbic). Also consult the page "Choosing ARMA la...

8 years ago | 0

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Answered
Log Returns of Stock Prices
You can keep things quite simple. Import your stock data, create two variables, one - let's call it D - that contains the dates,...

9 years ago | 2

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Answered
Select August data from a vector column in the format YYYYMMDD
First convert your time vector into a vector that contains the date as a number. Date = datenum(Date_Vector,'YYYYMMDD'); ...

9 years ago | 0

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Answered
P-values for mvregress
[beta,Sigma,E,CovB] = mvregress(X,Y) The fourth output (CovB) is the covariance matrix of the coefficient. You can use that...

9 years ago | 0

Answered
Fetching data from Access query in MATLAB
There seems to be something wrong with your database connection, or your query does not exist, or the field. Check those three i...

9 years ago | 0

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plotting a vector versus a time
plot(time, matrix)

9 years ago | 0

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How do i predict future price by applying moving average?
I always use the function filter to calculate a moving average of length N. N = 3; MA = filter(ones(N,1),N,Y); Howeve...

9 years ago | 0

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Answered
max matrix size for linear optimization
You try to solve an optimizing problem with over 5000 variables? I am not surprised that Matlab cannot do that. I think you have...

9 years ago | 0

Answered
Inner matrix dimensions must agree.
Try f1 = @(x) (1-2*x).*(exp(-i*x))

9 years ago | 0

Answered
VAR with special error structure
First estimate the VAR (X,Y) with the function vgxvarx. Then estimate the parameter f with a regression. After having estimated ...

9 years ago | 0

Answered
Cannot type anything in Command Window after run M.file!
You did nothing wrong. When Matlab is busy executing some code it does not allow you to type anything in the command window.

9 years ago | 0

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