MATLAB: Generating Mackey Glass data

mackey glass

Hello

I need to use Mackey Glass data in my project but I don't know how I should generate it!! How can I use the differential equation of this data?

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One possibility: Mackey Glass (matlab)

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MATLAB: How to calculate autocorrelation of series in different columns of a 68×5 matrix

Assuming that M is your matrix:

% Autocorrelation of i_th country
autocorr(M(:,i))
% Crosscorrelation between i_th and j_th country
crosscorr(M(:,i), M(:,j))

MATLAB: 0 and -inf in the residuals inferred from a ARIMA model

For an EGARCH(1,1) model the ARCH and GARCH coefficients are expected to be positive. In your case they are not. That is why you have problems with the residuals and the variances. It seems that an EGARCH model is not appropriate for your data. I don't know the reason for that, I guess nobody can tell you. So the only way to fix this is to use a different model for the variance: GARCH(1,1) for example.

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Related Solutions

MATLAB: How to calculate autocorrelation of series in different columns of a 68×5 matrix

MATLAB: 0 and -inf in the residuals inferred from a ARIMA model

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