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Diebold Li for loop

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Suzann kristi Øygarden
Suzann kristi Øygarden on 11 May 2020
I am trying to run the Diebold Li model, but I am not able to run the for loop:
% Loop through and fit each end of month yield curve
for jdx = 1:size(EstimationData,1)
tmpCurveModel = DieboldLi.fitBetasFromYields(EOMDates(jdx),lambda_t*12,daysadd(EOMDates(jdx),30*TimeToMat),EstimationData(jdx,:)');
Beta(jdx,:) = [tmpCurveModel.Beta1 tmpCurveModel.Beta2 tmpCurveModel.Beta3];
When I run this I get error: Undefined variable "DieboldLi" or class "DieboldLi.fitBetasFromYields".

Answers (1)

Harsha Priya Daggubati
Harsha Priya Daggubati on 14 May 2020
This is a shipped example, you can easily run the example using MATLAB Online or by the following command:
The error you mentioned sayns DieboldLi is undefined. I suspect this particular object is cleared accidentally from your worspace during execution. If the issue still persists, make use of breakpoints to solve your issue.
Hope I am able to point in the right direction!

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