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Question
Generation of error matrix from AR(1) model, issue
I want to generate a (t by n) matrix of errors (ε) , row by row, which are drawn from an AR(1) model ε_t = ρ*ε_t-1 + u_t. The pr...
4 years ago | 1 answer | 0
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answerQuestion
How do I convert monthly data to quarterly using as the value of the quarter the value of the 1st month of each quarter?
I have a dataset of monthly data on CPI and I want to convert it to quarterly. I tried to use timetable but it didn't work I th...
5 years ago | 2 answers | 0
