Hi, im having trouble in running a programm for the following reason: Dimensions of matrices being concatenated are not consistent.
vector names correspond to the forecast error decomposition of variance, as mentioned in %P=chol(Omega); Choleski factorization
However vectors have the same number of columns:
Y=data;% will print results to the MATLAB command window
% set flag for Sim's correction factor
sims = 1;maxlag = 12;minlag = 1;lrratio(Y,maxlag,minlag,sims);%
T=length(Y); NAR=1; M=50; H=12; %N=size(Y,2);results=fvar(Y,NAR);MPHI=mphi(results,NAR,N);%matrix of variances y covariances
for i = 1:N err(:,i) = results(i).resid;endOmega = err'*err/rows(err);%P=chol(Omega); Choleski factorization
P=eye(N);vnames = ['UNICREDIT ', 'CREDIT SUISSE ', 'SANTANDER ', 'UBS ', 'ING ', 'DEUTSCHE BANK ', 'HSBC ', 'SOCIETE GENERALE ', 'CREDIT AGRICOLE ', 'BNP PARIBAS ', 'BARCLAYS '];vnames1 = ['unicredit ', 'credit suisse ', 'santander ', 'ubs ', 'ing ', 'deutsche bank ', 'hsbc ', 'societe generale ', 'credit agricole ', 'bnp paribas ', 'barclays '];names={'UNICREDIT ' 'CREDIT SUISSE ' 'SANTANDER ' 'UBS ' 'ING ' 'DEUTSCHE BANK ' 'HSBC ' 'SOCIETE GENERALE ' 'CREDIT AGRICOLE ' 'BNP ' 'BARCLAYS '};
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