[問題]如何讀取xls

看板MATLAB作者potsang (夢公園)時間11年前 (2014/10/21 09:33)推噓0(0推 0噓 1→)

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各位先進大家好我在跑這個程式時遇到一個問題跑到以下這行 market_return=xlsread(input_file,input_sheet,'p674:p1693'); Error in ==> C:\MATLAB6p5\work\Generate_variables.m On line 16 ==> market_return=xlsread(input_file,input_sheet,'p674:p1693'); 不知道出了什麼問題呢? 我看使用手冊xlsread的語法應該沒有錯謝謝大家幫忙解惑 %%%%%%%%%%%%%%%%%%%%%% % Generate_variables.m %%%%%%%%%%%%%%%%%%%%%% % Last modified: 09-03-2013 clear; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Generating equity premium, 1927:01-2011:12 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% disp('Generating equity premium'); input_file='Returns_econ_tech_data'; input_sheet='Monthly'; market_return=xlsread(input_file,input_sheet,'p674:p1693'); risk_free_lag=xlsread(input_file,input_sheet,'k673:k1692'); log_equity_premium=log(1+market_return)-log(1+risk_free_lag); equity_premium=market_return-risk_free_lag; output_file='Returns_econ_tech_results'; output_sheet='Equity premium'; xlswrite(output_file,[log_equity_premium equity_premium],... output_sheet,'b2'); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Generating macroeconomic variables, 1927:01-2011:12 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% disp('Generating macroeconomic variables'); % Dividend-price ratio (log) D12=xlsread(input_file,input_sheet,'c674:c1693'); SP500=xlsread(input_file,input_sheet,'b674:b1693'); DP=log(D12)-log(SP500); % Dividend yield (log) SP500_lag=xlsread(input_file,input_sheet,'b673:b1692'); DY=log(D12)-log(SP500_lag); % Earnings-price ratio (log) E12=xlsread(input_file,input_sheet,'d674:d1693'); EP=log(E12)-log(SP500); % Payout ratio (log) DE=log(D12)-log(E12); % Book-to-market ratio BM=xlsread(input_file,input_sheet,'e674:e1693'); % Net equity expansion NTIS=xlsread(input_file,input_sheet,'j674:j1693'); % Treasury bill rate (annual %) TBL=xlsread(input_file,input_sheet,'f674:f1693'); TBL=100*TBL; % Long-term yield (annual %) LTY=xlsread(input_file,input_sheet,'i674:i1693'); LTY=100*LTY; % Long-term return (%) LTR=xlsread(input_file,input_sheet,'m674:m1693'); LTR=100*LTR; % Term spread (annual %) TMS=LTY-TBL; % Default yield spread AAA=xlsread(input_file,input_sheet,'g674:g1693'); BAA=xlsread(input_file,input_sheet,'h674:h1693'); DFY=100*(BAA-AAA); % Default return spread CORPR=xlsread(input_file,input_sheet,'n674:n1693'); DFR=100*CORPR-LTR; % Inflation (%, lagged) INFL=xlsread(input_file,input_sheet,'l673:l1692'); INFL=100*INFL; % Equity risk premium volatility (Mele 2007, JFE) T=size(equity_premium,1); RVOL=nan(T,1); for t=12:T; RVOL(t)=sqrt(pi/2)*sqrt(12)*(1/12)*sum(abs(equity_premium(t-11:t))); end; % Collecting economic variables ECON=[DP DY EP DE RVOL BM NTIS TBL LTY LTR TMS DFY DFR INFL]; output_sheet='Macroeconomic variables'; xlswrite(output_file,ECON,output_sheet,'b2'); risk_free=xlsread(input_file,input_sheet,'k674:k1693'); E12=xlsread(input_file,input_sheet,'d674:d1693'); xlswrite(output_file,[risk_free E12],output_sheet,'q2'); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Generating technical indicators, various starting dates %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% disp('Generating technical indicators'); SP500=xlsread(input_file,input_sheet,'b674:b1693'); % 1927:01-2011:12 % MA indicators, 1927:12-2011:12 n_0_MA=1*11; % initial in-sample period, 1927:01-1927:11 MA_short=[1 2 3]; MA_long=[9 12]; MA_parameters=nan(length(MA_short)*length(MA_long),2); for iter_1=1:length(MA_short); for iter_2=1:length(MA_long); MA_parameters((iter_1-1)*length(MA_long)+iter_2,:)=... [MA_short(iter_1) MA_long(iter_2)]; end; end; S_MA=zeros(T-n_0_MA,length(MA_parameters)); % 1927:12-2011:12 for iter_t=1:length(S_MA); for iter_i=1:length(MA_parameters); short=mean(SP500(n_0_MA+iter_t-(MA_parameters(iter_i,1)-1):... n_0_MA+iter_t)); long=mean(SP500(n_0_MA+iter_t-(MA_parameters(iter_i,2)-1):... n_0_MA+iter_t)); if short>long; S_MA(iter_t,iter_i)=1; end; end; disp([iter_t S_MA(iter_t,:)]); end; output_sheet='Technical indicators'; xlswrite(output_file,S_MA,output_sheet,'b13'); % Momentum indicators, 1928:01-2011:12 n_0_MOM=1*12; % initial in-sample period, 1927:01-1927:12 MOM_parameters=[9 12]; S_MOM=zeros(T-n_0_MOM,length(MOM_parameters)); % 1928:01-2011:12 for iter_t=1:length(S_MOM); for iter_i=1:length(MOM_parameters); P_difference=SP500(n_0_MOM+iter_t)-... SP500(n_0_MOM+iter_t-MOM_parameters(iter_i)); if P_difference>=0; S_MOM(iter_t,iter_i)=1; end; end; disp([iter_t S_MOM(iter_t,:)]); end; xlswrite(output_file,S_MOM,output_sheet,'h14'); % Volume-based indicators, 1950:12-2011:12 volume=xlsread(input_file,input_sheet,'r950:s1693'); % 1950:01-2011:12 T_VOL=size(volume,1); n_0_VOL=1*12-1; % initial in-sample period, 1950:01-1950:11 VOL_short=[1 2 3]; VOL_long=[9 12]; VOL_parameters=nan(length(VOL_short)*length(VOL_long),2); for iter_1=1:length(VOL_short); for iter_2=1:length(VOL_long); VOL_parameters((iter_1-1)*length(VOL_long)+iter_2,:)=... [VOL_short(iter_1) VOL_long(iter_2)]; end; end; OBV=zeros(T_VOL,1); for t_VOL=2:T_VOL; P_change=SP500(T-T_VOL+t_VOL)-SP500(T-T_VOL+t_VOL-1); if P_change>=0; OBV(t_VOL)=volume(t_VOL); else OBV(t_VOL)=-volume(t_VOL); end; end; OBV=cumsum(OBV); % 1950:01-2011:12 S_VOL=zeros(T_VOL-n_0_VOL,size(VOL_parameters,1)); % 1950:12-2011:12 for iter_t=1:size(S_VOL,1); for iter_i=1:size(VOL_parameters,1); short=mean(OBV(n_0_VOL+iter_t-... (VOL_parameters(iter_i,1)-1):n_0_VOL+iter_t)); long=mean(OBV(n_0_VOL+iter_t-... (VOL_parameters(iter_i,2)-1):n_0_VOL+iter_t)); if short>long; S_VOL(iter_t,iter_i)=1; end; end; disp([iter_t S_VOL(iter_t,:)]); end; xlswrite(output_file,S_VOL,output_sheet,'j289'); -- ※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 210.69.13.1 ※ 文章網址: http://www.ptt.cc/bbs/MATLAB/M.1413855229.A.290.html