このエラーが発生し続けます:
??? インデックスがマトリックスの次元を超えています。
エラー ==> example3_6 at 48 results=regress(cl1(trainset), cl2(trainset)); % 回帰関数を使用
GDX ファイルには 7 列と 386 行が含まれ、GLD ファイルには 7 列と 765 行が含まれますが、両方から 250 のサンプルを取得する場合、これは問題になりません。
誰かがここで何が問題なのかアドバイスできますか?
ありがとうございました
clear; % make sure previously defined variables are erased.
[num, txt]=xlsread('GLD'); % read a spreadsheet named "GLD.xls" into MATLAB.
tday1=txt(2:end, 1); % the first column (starting from the second row) is the trading days in format mm/dd/yyyy.
tday1=datestr(datenum(tday1,'mm/dd/yyyy'), 'yyyymmdd');
tday1=str2double(cellstr(tday1)); % convert the date strings first into cell arrays and then into numeric format.
adjcls1=num(:, end); % the last column contains the adjusted close prices.
[num, txt]=xlsread('GDX'); % read a spreadsheet named "GDX.xls" into MATLAB.
tday2=txt(2:end, 1); % the first column (starting from the second row) is the trading days in format mm/dd/yyyy.
tday2=datestr(datenum(tday2,'mm/dd/yyyy'), 'yyyymmdd');
tday2=str2double(cellstr(tday2)); % convert the date strings first into cell arrays and then into numeric format.
adjcls2=num(:, end); % the last column contains the adjusted close prices.
[tday, idx1, idx2]=intersect(tday1, tday2); % find the intersection of the two data sets, and sort them in ascending order
cl1=adjcls1(idx1);
cl2=adjcls2(idx2);
trainset=1:252; % define indices for training set
testset=trainset(end)+1:length(tday); % define indices for test set
% determines the hedge ratio on the trainset
results=ols(cl1(trainset), cl2(trainset)); % use regression function
hedgeRatio=results.beta;