Problem with Autocorrelation function
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Hello all, I am new to Matlab and I am trying to run some autocorrelation analysis on stock market returns for an academic project.
I have the student version of Matlab (7.14 R2012a) and I have purchased both the Econometrics Toolbox (Version 2.1 R2012a) as well as the Financial Toolbox (Version R2012a).
When I type the autocorr command for my time series, I get the following message:
Undefined function 'autocorr' for input arguments of type 'double'
Thinking that there may be an error in my code, I have tried to copy paste some sample code from the Econometrics guide for autocorrelation. Yet I still get the same message Undefined function 'autocorr' for input arguments of type 'double.
I then thought that perhaps the econometrics toolbox is not properly installed, so next I typed "ver", and found the econometrics toolbox. However, when I type " which autocorr" I get the following message:
/Applications/MATLAB_R2012a_Student.app/toolbox/econ/econ/autocorr.m % Has no license available
Why is it saying it has no license available if I have just bought it? Is this the reason why the autocorrelation function is not working/giving error message about input arguments of type double?
Any help would be much appreciated.
Thanks, Marc
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