How to run a fitlm regression for day of the week dummy variables for financial return data

2 views (last 30 days)
Hi, I am struggling with how to set up my data to run the fitlm function for day of the week dummy variables.
My data that I have set up in a (2500,6) matrix where C1 is the returns data and C2:C6 are column vectors of zeros and ones where C2 - 1 is for Monday C3 - 1 represents tuesday and so on.
My reults are as follows:
Fitlm:
-1.31153554169770 0.953057779050930 -1.37613434413573 0.169037651868845
-0.131905728387301 0.0695763306138066 -1.89584197993226 0.0582218112735167
0.0843907252336952 0.0872037277677016 0.967742175638410 0.333368798643977
0 0 NaN NaN
-0.0247423867293685 0.0984537148158696 -0.251309834023453 0.801617743803277
0.169341528221423 0.0952957370120605 1.77701053091169 0.0758206160733013
0.460051465197619 0.0967773549107878 4.75370984897974 2.23973346792996e-06
How do i correct my input to replace this row of Nan values?

Answers (0)

Products


Release

R2017b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!