Displaying 1 result from an estimated 1 matches for "zerocentredreturns2".
Did you mean:
zerocentredreturns1
2009 Aug 10
0
Speeding up a bootstrap routine
...rns*posvector3;
average_daily_return1 <- mean(actualreturns1);
average_daily_return2 <- mean(actualreturns2);
average_daily_return3 <- mean(actualreturns3);
# create zero centred sampling distributions for the null hypothesis
zerocentredreturns1 <- actualreturns1-average_daily_return1;
zerocentredreturns2 <- actualreturns1-average_daily_return2;
zerocentredreturns3 <- actualreturns1-average_daily_return3;
n <- length(detrendedreturns);
result1 <- 0.0; # initialise result
result2 <- 0.0; # initialise result
result3 <- 0.0; # initialise result
# create matrices to hold sampling ret...