Matlab“索引超出矩陣尺寸。”

Question

我不斷收到此錯誤：

??? 索引超出矩陣尺寸。

錯誤==> example3_6在48結果=回歸（cl1（trainset），cl2（trainset））; 使用回歸函數的百分比

GDX文件包含7列和386行，GLD文件包含7列和765行，但是如果我要從這兩者中抽取250個樣本，這應該不是問題。

有人可以告訴我這是什么問題嗎？

謝謝

clear; % make sure previously defined variables are erased.

[num, txt]=xlsread('GLD'); % read a spreadsheet named "GLD.xls" into MATLAB. 

tday1=txt(2:end, 1); % the first column (starting from the second row) is the trading days in format mm/dd/yyyy.

tday1=datestr(datenum(tday1,'mm/dd/yyyy'), 'yyyymmdd');

tday1=str2double(cellstr(tday1)); % convert the date strings first into cell arrays and then into numeric format.

adjcls1=num(:, end); % the last column contains the adjusted close prices.

[num, txt]=xlsread('GDX'); % read a spreadsheet named "GDX.xls" into MATLAB. 

tday2=txt(2:end, 1); % the first column (starting from the second row) is the trading days in format mm/dd/yyyy.

tday2=datestr(datenum(tday2,'mm/dd/yyyy'), 'yyyymmdd');

tday2=str2double(cellstr(tday2)); % convert the date strings first into cell arrays and then into numeric format.

adjcls2=num(:, end); % the last column contains the adjusted close prices.

[tday, idx1, idx2]=intersect(tday1, tday2); % find the intersection of the two data sets, and sort them in ascending order

cl1=adjcls1(idx1); 

cl2=adjcls2(idx2);  

trainset=1:252; % define indices for training set

testset=trainset(end)+1:length(tday); % define indices for test set

% determines the hedge ratio on the trainset
results=ols(cl1(trainset), cl2(trainset)); % use regression function 
hedgeRatio=results.beta;

Answer 1

您對回歸函數的調用似乎有問題。

根據文檔回歸：

regress（y，X）返回系數估計值的p比1向量b，用於對x中的預測變量上y的響應進行多線性回歸。X是n個觀測值中每個p預測變量的n-p矩陣。 y是觀察到的響應的n×1向量。

但是，由於我們不知道您如何在ols函數中使用回歸函數，因此很難為您提供幫助。 只需對發送到regress（）的兩個參數運行一個size（...）檢查，我相信您會發現MATLAB為何會抱怨。