%% Omitting NA's from intial dataset
data = rmmissing(Zerocoupondata);data.SVENY05(12523) = 0.875;%% Declaring variables:
Time = table2array(data(14:14600,1));% Time variable
Time = datenum(Time); % Declaring time as datenum
Y01 = table2array(data(14:14600,2)); % Bond of 1 year maturity
Y02 = table2array(data(14:14600,3)); % Bond of 2 years maturity
Y03 = table2array(data(14:14600,4)); % Bond of 3 years maturity
Y04 = table2array(data(14:14600,5)); % Bond of 4 years maturity
Y05 = table2array(data(14:14600,6)); % Bond of 5 years maturity
%% Realized Variance
% The variance through the whole sample period
Y05Var = (Y05(2:end) - Y05(1:end-1)).^2;% Creating a loop to register timeshifts
%%
dates=Time;g=1; months = size(Y05Var,1);years = size(Y05Var,1);months(1)=month(dates(1)); years(1)=year(dates(1)); temp=1; %%for i=1:size(Y05Var,1) if months(g) == month(dates(i)) & years(g) == year(dates(i)); else var_monthly(g)=sum((Y05(temp+1:i-1)-Y05(temp:i-2)).^2); g=g+1; temp=i; end end
I get the error in the line "if months(g) == month(dates(i)) & years(g) == year(dates(i));". I hope you guys can help me. I am new to matlab. Thank you!
Best Answer