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usdata

PURPOSE ^

SYNOPSIS ^

This is a script file.

DESCRIPTION ^

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 
0002 
0003 y = xlsread('US Data.xls','data','d3:d253');
0004 r = xlsread('US Data.xls','data','f3:f253');
0005 prices = xlsread('US Data.xls','data','e3:e253');
0006 time = xlsread('US Data.xls','data','b3:b253');
0007 
0008 startdate = 1;
0009 enddate = length(y);
0010 
0011 r = r((startdate+1):enddate,1) ./ 400 + 1;
0012 g = y((startdate+1):enddate,1) ./ y(startdate:(enddate-1),1);
0013 ppi = prices((startdate+1):enddate,1) ./ prices(startdate:(enddate-1),1);
0014 timeperiod = time((startdate+1):enddate,1);
0015 
0016 beta = 0.99;
0017 
0018 gss = mean(g);
0019 ppiss = mean(ppi);
0020 rss = mean(r);%mean(ppi)*mean(g)/beta;
0021 
0022 ghat = log(g) - log(gss);
0023 rhat = log(r) - log(rss);
0024 ppihat = log(ppi) - log(ppiss);
0025 
0026 for i=1:length(timeperiod)
0027 eval(['dates.Q' int2str(timeperiod(i)) '=i;']);
0028 end

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