Professional Interests: time series bayesian analysis
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i have the following loop
Asked 6 months ago
i'm creating a simulation and the following is part of the code
Asked 2 years ago
what is the function or code to simulate data from moving average time series model ,with specific order and Parameter such as: ...
5 years ago
5 years ago
i have a time series data and i want to: First : Calculate AIC [i used garchfit to obtain log likelihood but i am confued about ...
the following code,i use it to calculate a statistic. note:the statistic is (AIC) used in regression rand time series identifica...
i want to make a subcod in a simulation as follows 1- choose the lowest numberin
a=[9 5 6 1 -5 0 2] 2- replace this value ...
Asked 11 months ago
How can i use AIC and BIC to regression model and time series models (without garchfit) using matlab R2006a, I tried to use aic ...
Asked 1 year ago
i have a matrix (resulted from simulation) it contains 10000 row i want to make a new matrix from this matrix it contains only 1...
i'm craeting a gibbs sampling algorithm and the fdollowing message appears when i'v used mvnrnd function :
??? Error using ==...
i didn't know how to use isempty function
the first matrix from simulation=[18 1 0 0 0;12 0 0 0 1;15 1 1 0 0]...
I have made a simulation and the result each time of the simulation is a matrix and i choose a certain row from the matrix, so ...
i make a simulation it's results is a matrix so, if the run =500, i'll have 500 matrix my quistion is..........i want to choose ...
for example :
the result will be [3 3 3;3 3 3;3 3 3] BUT i want to save the hole result as ...
i am using mvnrnd function in a simulation function i have created i have the following: if row of sigma less than or =5 (run=1...
4 years ago
i have a vector as follows
x=[1 5 8 0 6 1]
i want result to be
x1 x2 x3 x4 x5 x6
1 5 8 0 6 1
how can i do...
i'm creating a gibbs sampling algorithm and i one of thge steps an error appears in using mvnrnd function , sigma must be positi...
I'm running a simulation algorithm for example 500 runs, (note the result is matrix) , my question is:
How can i store all the ...
for example : for i=1:3 b=n*ones(3) end the result will be [3 3 3;3 3 3;3 3 3] BUT i want to save the hole result as [1 1 1;1 1 ...
how can i create an m file to repete 4 functions m times and the result is matrix i have create the following: for i=1:m end th...
i have a matrix for example x=
[1 2 3 6 7;4 5 6 8 9;8 7 6 3 1;5 6 7 9 1;6 4 2 9 6]
i want ta take first colomn with the ...
Asked 7 months ago
i'v created the following loop
the function sims...
i have a regression model with 3 variables x1 x2 x3 and all possible regression models are 2^3=8 x1 , x2,x3 x1x2, x1x3,x2x3 ,no ...
Asked 12 months ago
I have a moving average time series model with 10 lags. I want to make a simulation to apply subset AIC (Akaike information cr...
i want to generate moving average time series data , i used a the function armasim
function z = armasim(phi,theta,n)
i'm creating a simulation and first step result is matrix for example matrix of order (100 row and 4 columnes) the simulation ne...
i make a simulation to a gibbs sampling algorithm and the following code is part of the simulation :
if i have the following matrix [10 1 0 0 1 0 how can i multiply first column (( as vector multiplication .*)) in the rest of th...
How can i view only the LAST 10 rows of a matrix (note that the matrix is changing e.g rows =100 or 50...)
I am writting an M-file for MCMC and i wat this M-file " record every tenth value" or 15th value etc. HOW can i do it?
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