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  1. %% Import Monthly Dates and Rates from the CRSP Index
  2. datesMonthlyCrsp = xlsread('CRSP_Index_Monthly.xlsx', 'A:A');
  3. ratesMonthlyCrsp = xlsread('CRSP_Index_Monthly.xlsx', 'B:B');
  4.  
  5. for iRowsMonthlyCrsp = 1:numel(datesMonthlyCrsp)
  6.    date = datesMonthlyCrsp(iRowsMonthlyCrsp);
  7.    rate = ratesMonthlyCrsp(iRowsMonthlyCrsp);
  8.    
  9.    stringDate = num2str(date);
  10.    dateResult = datestr( datenum(stringDate,'yyyymmdd') );
  11.    
  12.    fprintf('%d dates: %s rates: %s \n', iRowsMonthlyCrsp, dateResult, rate);
  13. end
  14. %% Convert to correct timeline (Jan 1962 - Des 2016)
  15.  
  16. convRatesMonthlyCrsp = ratesMonthlyCrsp(434:1093);
  17.  
  18. xYearsMonths = datetime(1962,1:660,1);
  19.  
  20. plot(xYearsMonths,convRatesMonthlyCrsp);
  21.  
  22.  
  23.  
  24. %% Convert convRatesMonthlyCrsp to convRatesAnnuallyCrsp
  25. xx = datetime(1962:2016,12,31)'
  26. x = convRatesMonthlyCrsp;
  27. convRatesAnnuallyCrsp = sum(reshape(x,12,[]))';
  28.  
  29. plot(xx,convRatesAnnuallyCrsp)
  30. %% Calculate Mean Annually
  31.  
  32. meanAnnually = mean(convRatesAnnuallyCrsp);
  33.  
  34. %% Calculate Standard Deviation Annually
  35.  
  36. StdAnnually = std(convRatesAnnuallyCrsp);
  37.  
  38. %Exercise 1B)
  39. %%
  40. datesMonthlyCpi = xlsread('cpiMonthlyIndex.xlsx', 'A:A');
  41. ratesMonthlyCpi = xlsread('cpiMonthlyIndex.xlsx', 'B:B');
  42.  
  43. for iRowsMonthlyCpi = 1:numel(datesMonthlyCpi)
  44.    date1 = datesMonthlyCpi(iRowsMonthlyCpi);
  45.    rate1 = ratesMonthlyCpi(iRowsMonthlyCpi);
  46.    
  47.    stringDate1 = num2str(date1);
  48.    dateResult1 = datestr( datenum(stringDate1,'yyyymmdd') );
  49.    
  50.    fprintf('%d dates: %s rates: %s \n', iRowsMonthlyCpi, dateResult1, rate1)
  51. end
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