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Bruno


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6 total contributions since 2014

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Answered
Optimization problem - max independent given a function value
http://www.mathworks.com/matlabcentral/newsreader/view_thread/341674

meer dan 4 jaar ago | 0

| accepted

Question


Optimization problem - max independent given a function value
Hi I have the following: syms irr2 m_S s irr1=0.05; M=0.7; n=120; f=(symsum(1/(1+irr1)^s,s,1,n)-symsum(...

meer dan 4 jaar ago | 3 answers | 0

3

answers

Question


Simulate regARIMA with AR, SMA and Betas ...Problem with presamples!!
Hello, I have a model, built with regARIMA, with the following: Intercept =0; AR(1); AR(2); AR(3); SMA(12); Beta1; Beta2; ...

meer dan 5 jaar ago | 0 answers | 0

0

answers

Question


WRONG FUNCTION? - Partial Autocorrelation (PACF) - parcorr greater than 1 (>1)
How can it be ...? I have a time series named Y, 32 observations, and computing parcorr(Y) I get some results greater tha...

meer dan 5 jaar ago | 2 answers | 0

2

answers

Answered
Problem with movavg "Not enough input arguments."
RESOLVED... the movavg.m prepared by Stuart Kazola conflicts with movavg.m Financial Toolbox R2013b

meer dan 5 jaar ago | 0

| accepted

Question


Problem with movavg "Not enough input arguments."
Hello I am trying to calculate movavg as: [lead,lag]=movavg(close,5,30); I have the following: Error using movavg (line...

meer dan 5 jaar ago | 1 answer | 0

1

answer