Hello,
Thank you for providing the code. It has been immensely helpful in my work. I'm currently working on testing the cross-section dependence of two time-series with T = 192 and N = 2.
However, I encountered an error when implementing the code you provided. Specifically, the line % Z = [ones(N*T,1) X]; seems to be causing issues.
>> Z = [ones(N*T,1) X];
Error using horzcat
Dimensions of arrays being concatenated are not consistent.
I noticed that the values of T and N in the RunMyCode example differ from those in the code provided on GitHub.
In the RunMyCode example:
T = 12 (Time dimension)
N = 16 (Cross-sectional dimension)
But in the GitHub code:
In Github:
T = 49 (Time dimension)
N = 24 (Cross-sectional dimension)
Could you please clarify which values I should use for T and N in my implementation? Any additional guidance on resolving this discrepancy would be greatly appreciated.
Thank you once again for your assistance.
Best regards,
Hello,
Thank you for providing the code. It has been immensely helpful in my work. I'm currently working on testing the cross-section dependence of two time-series with T = 192 and N = 2.
However, I encountered an error when implementing the code you provided. Specifically, the line % Z = [ones(N*T,1) X]; seems to be causing issues.
I noticed that the values of T and N in the RunMyCode example differ from those in the code provided on GitHub.
In the RunMyCode example:
T = 12 (Time dimension)
N = 16 (Cross-sectional dimension)
But in the GitHub code:
In Github:
T = 49 (Time dimension)
N = 24 (Cross-sectional dimension)
Could you please clarify which values I should use for T and N in my implementation? Any additional guidance on resolving this discrepancy would be greatly appreciated.
Thank you once again for your assistance.
Best regards,