- You're overwtiting everytime the variables
- ??for i:1:i?? DO NOT increase the looping index i inside the loop
- DO NOT use i,j since they are matlab built ins
- Preallocate before the loop for speed
Garch meanForecast in loop?
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Hey,
I want to do a Garchforecast for the past. I make a loop to calculate the forecast for each period from the past. Let's assume that "r" is a double array 20x1.
For some reason, I still get only one meanForecast. Thanks in advance,
Patrick
k = [];
i=20;
for i=1:i
k = [i,1];
i=i+1;
[coeff,errors,LLF,eFit,sFit] = garchfit(spec,r);
horizon = 1;
[sigmaForecast,meanForecast,sigmaTotal,meanRMSE] = ...
garchpred(coeff,r(1:i+1,1),horizon);
end
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Answers (1)
Oleg Komarov
on 3 Jun 2011
coeff(k,n)
for ii = 1:n
[coeff(:,ii),errorr(:,ii),...]
end
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