matlab实现滚动窗口回归

收录时间:2020-09-21
资源分类:Matlab 工具:MATLAB 7.10 (R2010a)

matlab实现滚动窗口回归。本文件的目的是为初学者提供一种理解和分析回归分析中时变系数值的方法,特别是金融数据分析。

Rolling Window Regression (For Beginners)

The purpose of this file is to provide beginners a way to understand and analyse time varying coefficient values within regression analysis particularly with financial data analysis.

The file is easily customisable to suit requirements and contains information describing the code for ease.

I am new to Matlab myself and it should be noted that it is most certainly possible to make the file more efficient and I am currently working on doing so. Hence comments from more advanced users will be highly appreciated.

 

Thanks

Karan

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