TA 1: Writing functions in Matlab: syntax, single output, multiple outputs, variable number of inputs, special commands for reading inputs (nargin, nargcheck, is* statements,...) .Slides: IDEA - Class I - TS
Sample codes: meanDEA.m ,statisticsIDEA.m , distribIDEA.m , distribIDEA2.m
Class exercise: CW1TS
Solutions: LagPolyInv.m
TA 2: Multidimensional arrays (MDAs) in Matlab: Generating tensor, some tensor operations, inverse of a matrix in the lag operator, companion form representation, tensors convolution.
Slides: IDEA - Class II - TS
Sample codes: MDAexample1.m ,MDAexample2.m
Class exercise: CW2TS
Solutions: ir.m , MatrixPolyMult.m
Problem set 3 solutions: Download the spreadsheet and the .m codes in the same folder.
Data: dataPS3.xls
Pdf: PS3solutions.pdf
Codes: PS3Solutions.m , varestimate.m , ir.m , bootstrap.m , grangerbiv.m , forecastVAR.m , MSEforecastVAR.m , IRplot.m , LRblocktest.m