moc.asv

matlab中基于封闭式基金的皮尔森相关系数分析

load dido
N=21;M=50;
newdata=zeros(N,M);
for i=1:M
    newdata(1,i)=dido(1,i+1)-dido(1,i);
end
for j=2:N-1
    for i=1:M
        newdata(j,i)=log(dido(j,i+1))-log(dido(j,i));
    end
end
for i=1:M
    newdata(N,i)=sum(newdata(4:N-1,i))/(N-4);
end
whichstats = {'beta','adjrsquare','tstat','fstat'};
stats = regstats(newdata(end,:)',newdata(1:3,:)','linear', whichstats);
b=stats.beta;
r=stats.adjrsuare
t=stats.tstat.t;
f=stats.fstat.f;
sum_eff=[b t f]