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- %% model s umelou premennou
- T.aftercovid = logical((dates<='01-Dec-2020')&(dates>='01-Feb-2020'));
- % umela premenna nabera hodnotu 1 pre pozorovania po marci 2020
- % druha polovica dat pomocou 1-T.aftercovid
- for k = 1:n
- name = strcat('model',num2str(k));
- CAPMaftercov.(name) = fitlm([X X.*T.aftercovid],Y(:,k));
- beta_b4cov(k) = CAPMaftercov.(name).Coefficients.Estimate(2);
- beta_aftercov(k) = CAPMaftercov.(name).Coefficients.Estimate(3);
- tstats_b4cov(k) = CAPMaftercov.(name).Coefficients.tStat(2);
- tstats_aftercov(k) = CAPMaftercov.(name).Coefficients.tStat(3);
- pvals_intercept(k) = CAPMaftercov.(name).Coefficients.pValue(1);
- pvals_b4cov(k) = CAPMaftercov.(name).Coefficients.pValue(2);
- pvals_aftercov(k) = CAPMaftercov.(name).Coefficients.pValue(3);
- end
- figure
- plot(CAPMaftercov.model5)
- figure
- plot(CAPM.model5)
- pom_reg_zlom = fitlm([beta_b4cov' beta_aftercov'],rfm);
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