[英]VBA function creating a layer of 0 around the output range
我的以下宏和函数正常工作,但粘贴的结果在结果的左侧和顶部都有一层零。 希望你们能找出我代码中的错误。 我相信错误在于函数:
Sub AutoCovariance()
Dim DataRange As Range
Dim VarCovarOutPutRange As Range
Dim NumberOfReturns As Long
Dim NumberOfStocks As Long
Dim ArrayColumnsCounter As Double
Dim ArrayRowsCounter As Double
Dim ReturnsArray() As Double
Dim DataReturns() As Variant
Dim DataRowCounter As Long
Dim DataColumnCounter As Long
Dim Stock As Long
Dim dAutoCoVar() As Double
Set DataRange = ThisWorkbook.Worksheets(Sheet1.Name).ListObjects("DataTable").DataBodyRange
NumberOfReturns = ThisWorkbook.Worksheets(Sheet1.Name).ListObjects("DataTable").DataBodyRange.Rows.Count
NumberOfStocks = ThisWorkbook.Worksheets(Sheet1.Name).ListObjects("DataTable").Range.Columns.Count
ArrayColumnsCounter = 0
ArrayRowsCounter = 0
ReDim Preserve ReturnsArray(10, 1)
' Creating returns array
For DataColumnCounter = 1 To NumberOfStocks
ArrayRowsCounter = ArrayRowsCounter + 1
For DataRowCounter = 1 To NumberOfReturns
ArrayColumnsCounter = ArrayColumnsCounter + 1
ReDim Preserve ReturnsArray(NumberOfStocks, ArrayColumnsCounter)
For Stock = 1 To NumberOfStocks
ReturnsArray(Stock, ArrayColumnsCounter) = DataRange(DataRowCounter, Stock).Value
Next Stock
Next DataRowCounter
ArrayColumnsCounter = ArrayColumnsCounter - 100
Next DataColumnCounter
' Transfer ReturnsArray Data to DataReturns
ReDim DataReturns(NumberOfReturns, NumberOfStocks)
DataReturns = Application.WorksheetFunction.Transpose(ReturnsArray)
' calculate the autocovariance matrix
dAutoCoVar = Autocovar(DataReturns)
' write to the worksheet, for debug
Set VarCovarOutPutRange = ThisWorkbook.Worksheets(Sheet1.Name).Range(Cells(1, NumberOfStocks + 2), Cells(NumberOfStocks, NumberOfStocks * 2 + 2))
VarCovarOutPutRange.Value = dAutoCoVar
End Sub
和功能
Function Autocovar(DataReturns() As Variant) As Double()
Dim dArrResult() As Double
Dim j As Long, k As Long
' redim the result array as a square array.
ReDim dArrResult(1 To UBound(DataReturns, 2), 1 To UBound(DataReturns, 2))
' calculate the autocovariance matrix
For j = 1 To UBound(DataReturns, 2)
For k = 1 To UBound(DataReturns, 2)
With Application.WorksheetFunction
dArrResult(j, k) = .Covariance_S(.Index(DataReturns, 0, j), .Index(DataReturns, 0, k))
End With
Next k
Next j
Autocovar = dArrResult
End Function
对于错误的数组索引,此问题听起来很典型。
您的数组操作全部假设第一个索引为1。但是默认情况下,如果您像这样对数组进行ReDim操作:
ReDim DataReturns(NumberOfReturns, NumberOfStocks)
索引将从0开始。
尝试在模块的开头添加以下行:
Option Base 1
这会将未明确声明为Dim ar(x to y)
的所有数组的第一个索引设置为基本索引1。
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