Test Results in a table

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Antonio Melieni
Antonio Melieni el 22 de Mayo de 2019
Editada: Adam Danz el 23 de Mayo de 2019
Hi
I need to performe an adf test for several columns of an array and need the results for all of the columns in one table.
Is that possible?
My idea is this:
for i = size(array_x,2)
[h,pValue,stat,cValue] = adftest(array_x(:,i));
end
ADFStat = table(h,pValue,stat,cValue,'RowNames',{'EUR_USD''GBP_USD''USD_CHF''USD_JPY'});
end
any ideas?

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Adam Danz
Adam Danz el 22 de Mayo de 2019
Editada: Adam Danz el 22 de Mayo de 2019
This should get you started. This solution only saves the h and pValue outputs - you can add in the stat and cValue variables by following my example. They are all scalar values so it should be fairly straightforward to add those in (I intentionally left them out so you'd have some practice).
One note: you specified row names but I added them as column names (I assume that's what you meant since you only had 4 names and the adftest() requires a sample size of at least 10).
% Create fake data
array_x = rand(40,5);
h = zeros(size(array_x,2),1); %Column vector!
pValue = h;
for i = size(array_x,2)
[h(i),pValue(i)] = adftest(array_x(:,i));
end
ADFStat = table(h,pValue,'VariableNames',{'EUR_USD','GBP_USD'});
Please feel free to comment below with questions etc.
  4 comentarios
Antonio Melieni
Antonio Melieni el 23 de Mayo de 2019
Thanks for you help Adam!
You gave me the right input to achiev what I needed :)
function [ADF_Test] = ADFTest(array_x)
%Summary of this function goes here
% Detailed explanation goes here
array_x = table2array(array_x);
array_y = zeros(size(array_x,2),4);
for i = 1: size(array_x,2)
[h,pValue,stat,cValue] = adftest(array_x(:,i));
array_y(i,:) = [h,pValue,stat,cValue];
end
ADF_Test = table(array_y(:,1),array_y(:,2),array_y(:,3),array_y(:,4),...
'VariableNames',{'Null_rejected','pValue','Test_Statistic','cValue'},...
'RowNames',{'EUR_USD','GBP_USD','USD_CHF','USD_JPY'});
end
Adam Danz
Adam Danz el 23 de Mayo de 2019
Editada: Adam Danz el 23 de Mayo de 2019
Nice work! You could do this if you want to save a line of code
for i = 1: size(array_x,2)
array_y(i,:) = adftest(array_x(:,i));
end
And you could do this to simplify the table conversion
ADF_Test = array2table(array_y,...
'VariableNames',{'Null_rejected','pValue','Test_Statistic','cValue'},...
'RowNames',{'EUR_USD','GBP_USD','USD_CHF','USD_JPY'});
end

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