Program Flow and Logicals - Revision history

Jb: /* Relevant example */

2013-10-15T15:54:03Z

‎Relevant example

2013-10-11T13:25:57Z

‎while end loop

2013-10-11T13:25:11Z

‎while end loop

2013-10-11T13:23:50Z

‎while end loop

2013-10-11T13:22:18Z

‎while end loop

2013-10-11T13:22:05Z

‎while end loop

2013-10-11T13:16:17Z

‎while end loop

2013-10-11T13:14:56Z

‎while end loop

2013-10-11T13:14:26Z

‎while end loop

2013-10-11T13:12:55Z

‎while end loop

@@ Line 252: / Line 252: @@
    rminus = r(r<0);%%constructing a vector of negative returns
    Tplus=size(rplus,1);%computing a number of positive returns
-   Tminus=size(indminus,l);%computing a number of negative returns
+   Tminus=size(rminus,1);%computing a number of negative returns
    Tzero=T-Tplus-Tminus;%computing a number of zero returns
    meanplus=sum(rplus)/Tplus; %computing mean of positive returns
    meanminus=mean(rminus); %computing mean of negative returns</source>
 A shorter code is less exposed to errors and easier to read (at least after some practice).
 =Footnotes=
   <references />

@@ Line 158: / Line 158: @@
    y=zeros(T,1);
    if abs(phi1)<1
-  y0=phi0/(1-phi1);
+    y0=phi0/(1-phi1);
    else
-  y0=0;
+    y0=0;
    end
    y(1)=phi0+phi1*y0+e(1)

@@ Line 148: / Line 148: @@
 # Compute <source enclose=none>y(i)=phi0+phi1*y0+e(i)</source>.
 # Increase $i$ by one, i.e. $i=i+1$ (please note, in programming this is a valid statement)
-# Check whether <math>i<=T</math>. If yes, proceed. Else skip the loop.
+# Check whether <math>i<=T</math>. If yes, proceed. Else go to line 11.
 # Compute <source enclose=none>y(i)=phi0+phi1*y(i-1)+e(i)</source>
 # Increase i by 1, i.e. <math>i=i+1</math>
 # Repeat lines 7 $-$ 9
+# ... (continuing the script)
 Assuming vector <source enclose=none>e</source> is known in advance  (for the sake of certainty, let <source enclose=none>e=randn(1000,1)</source>), the MATLAB code is

@@ Line 147: / Line 147: @@
 # Set $i=1$.
 # Compute <source enclose=none>y(i)=phi0+phi1*y0+e(i)</source>.
-# Increase $i$ by one $i=i+1$
+# Increase $i$ by one, i.e. $i=i+1$ (please note, in programming this is a valid statement)
 # Check whether <math>i<=T</math>. If yes, proceed. Else skip the loop.
 # Compute <source enclose=none>y(i)=phi0+phi1*y(i-1)+e(i)</source>
-# Increase i by 1, i.e. <math>i=i+1</math> (please note, in programming this is a correct statement),
+# Increase i by 1, i.e. <math>i=i+1</math>
 # Repeat lines 7 $-$ 9

@@ Line 151: / Line 151: @@
 # Compute <source enclose=none>y(i)=phi0+phi1*y(i-1)+e(i)</source>
 # Increase i by 1, i.e. <math>i=i+1</math> (please note, in programming this is a correct statement),
-# Repeat lines 7 -- 9
+# Repeat lines 7 $-$ 9
 Assuming vector <source enclose=none>e</source> is known in advance  (for the sake of certainty, let <source enclose=none>e=randn(1000,1)</source>), the MATLAB code is

@@ Line 145: / Line 145: @@
 # Initialize a vector <source enclose=none>y</source> of the same length as vector <source enclose=none>e</source>: <source enclose=none>y=zeros(T,1)</source>
 # Check whether <source enclose=none>abs(phi1)<1</source>. If this statement is true, then <source enclose=none>y0=phi0/(1-phi1)</source>. Else, <source enclose=none>y0=0</source>. Please remember, we set <math>y_0=E(y_0)</math>.
-# Compute <source enclose=none>y(1)=phi0+phi1*y0+e(1)</source>.
+# Set $i=1$.
-# Compute <source enclose=none>y(i)=phi0+phi1*y(i-1)+e(i)</source> for <math>i=2</math>
+# Compute <source enclose=none>y(i)=phi0+phi1*y0+e(i)</source>.
 # Increase i by 1, i.e. <math>i=i+1</math> (please note, in programming this is a correct statement),
-# Check whether <math>i<=T</math>. If yes, repeat lines 5 - 6. Else stop.
+# Repeat lines 7 -- 9
 Assuming vector <source enclose=none>e</source> is known in advance  (for the sake of certainty, let <source enclose=none>e=randn(1000,1)</source>), the MATLAB code is

@@ Line 150: / Line 150: @@
 # Repeat line 4 while <math>i<=T</math>
-Assuming vector <source enclose=none>e</source> is known in advance  (for the sake of certainty, <source enclose=none>e=randn(1000,1)</source>), the MATLAB code is
+Assuming vector <source enclose=none>e</source> is known in advance  (for the sake of certainty, let <source enclose=none>e=randn(1000,1)</source>), the MATLAB code is
 <source>  T=size(e,1);