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Loop syntax in matlab

Asked by Quantopic

Quantopic

on 16 May 2013

Dear matlab users, I'm trying to implement a loop in matlab for estimating a markov-switching model; for instance, the code for the variable 1 is the following:

%Defining inputs
        dep = JunkReturn1;
        indep = [JunkSilliq1 Billiq TERM uTERM DEF uDEF rSP500 dVIXLeveragecorr];
        k = 2;
        S=[1 1 1 1 1 1 1 1 1];
        advOpt.distrib = 'Normal';
        advOpt.std_method=1;
%Estimating the model
  [Spec_Out]=MS_Regress_Fit(dep,indep,k,S,advOpt);

This code works well, but, I've more than 100 variables, all of them are index-linked (e.g. JunkReturn1, JunkReturn2,...,JunkSilliq1, JunkSilliq2,...) and I want to speed the process up implementing a loop. I wrote the following code down to do that:

for i = 1:22
      dep = JunkReturn(i);
      indep = [JunkSilliq(i) Billiq TERM uTERM DEF uDEF rSP500 dVIXLeveragecorr];
      k = 2;
      S=[1 1 1 1 1 1 1 1 1];
      advOpt.distrib = 'Normal';
      advOpt.std_method=1;
  [Spec_Out]=MS_Regress_Fit(dep,indep,k,S,advOpt);
end

but it does not work. Can someone of you tell me where I'm in wrong? Thanks everyone for helping!

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