MATLAB: Do Regressions every 12 periods

periodsregressiontime series

Hi! How can I do regressions for a time series data every 12 periods? I mean, I have monthly data and i would like to do a regression for each 12 months, corresponding to a regression every year. Does anyone know how to do this? Thank you.

Best Answer

If your data are in a vector, use reshape to create an (Nx12) matrix from it, then do the regressions on the rows.

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MATLAB: How to get p-value, RMSE out of fitlm

    mdl = fitlm(rand(7,1),rand(7,1))
    mdl.RMSE
    mdl.Coefficients.pValue

Described on this documentation page.

MATLAB: Regression

Here is an example:

x = (1:20)';
y = 2 + 3*x + 7*rand(20,1);
model = fit(x,y,'poly1')
figure
plot(model,x,y)

The plot command here is an "overloaded" method for cfit objects (the output of the fit command). The documentation is here: http://www.mathworks.com/help/toolbox/curvefit/plot.html

Best Answer

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MATLAB: How to get p-value, RMSE out of fitlm

MATLAB: Regression

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