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POIndex exceeds matrix dimensions
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copied!<p>I try to forecast few step ahead. And I encountered the problem of <strong>Index exceeds matrix dimensions</strong> at volrv(index2,index1)=sum(rv1m(index2-index1+1:index2,1)); Although I have checked the matrix size is ok. I dont understand why. HELP please</p> <pre><code>load sp100_88_03_for.txt; [y]=sp100_88_03_for; T=3585; % In-Sample: 1/1/1988-9/28/2001 N = size(y,1); dataf = 100*(log(y(2:N))-log(y(1:N-1))); % data to be forecast N = N - 1; % You loose 1 obs'n in taking the lag clear y; %ERRORS datafm = mean(dataf); %mean of all the sample for the forecast error errors = dataf - datafm; % errors errors2 = (dataf(T:N)-datafm).^2; % vector with squared errors % Loading Realized Volatilities load real_vol_adj.txt RV_adj = real_vol_adj; rv1m = RV_adj(:,1); rv5m = RV_adj(:,2); clear real_vol*; clear RV_adj*; % Calculating the proxy for the volatility process volr2 = []; % volatilities from sum of squared daily returns volrv = []; % volatilities from sum of daily realized volatilities volrd = []; % volatilities from d-day period returns (d=1,2,...,22) rsquared=(dataf(T:N)-mean(dataf(T:N))).^2; volr2(:,1)=rsquared; volrv(:,1)=rv1m; for index1=2:22; volr2(1:index1-1,index1) = 0; volrv(1:index1-1,index1) = 0; for index2=index1:N-T+1 volr2(index2,index1)=sum(rsquared(index2-index1+1:index2,1)); volrv(index2,index1)=sum(rv1m(index2-index1+1:index2,1)); end end </code></pre> <p><strong>Error in ==> volrv(index2,index1)=sum(rv1m(index2-index1+1:index2,1));</strong></p> <p>Thanks</p>

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