Matlab regression returns beta coffecient not right? -
I am trying to caclulate beta coffees with regression using something like regastat. My matlab code likes:
% get the stock = sysm, now, 'd') y = difference (CLS)% index such as S & P 500 symIdx = '^ GSPC' [ O, H, L, CLI] = YahooGetData (SIM, Prior, now 'D) x = difference (CLI) mdl = regstats (x, y)
My beta coffee maker is always 1 And return 0, no matter what stock I use. Is there any such reason? Do you think I am doing something wrong? I get similar results using polyfi. I
thanks
stupid big , I changed it with:
retIdx, o, h, l, cli] = yahugetadata (symIdx, priords, now, 'd')
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