UTA EE 5322 Spring 2019 This Project was created to as a part of coursework for UTA EE 5322 under Dr Frank Lewis.
HOW TO RUN THE CODE: 1) Make sure the Excel files (attached in the repository) are in the same folder as the .m file.
2)Apply the following Code
% data info= xlsread('HW-2table.xls'); t= info(:,1); x= info(:,2); [s1,~]= size(x); N= 20;
%Declaring variables MA= zeros(s1,1); MV= zeros(s1,1); Sk= zeros(s1,1); Ku= zeros(s1,1); Acor= zeros(2s1-1,1); Acov= zeros(2s1-1,1);
%MA for first 19 days for n=1:N-1 MA(n)= sum(x(1:n))/n; mean(x(1:n)) end
%MA for the 20th day for n=N:s1 MA(n)= sum(x(n-(N-1):n))/N; mean( end plot(t,x,'k',t,MA,'b') legend('Stock price','Moving average') axis([0 s1 18 32])
%Stock-MA
SMA= x-MA;
figure plot(t,SMA,'b') legend('Stock price minus MA') axis([0 s1 -4 5])
%MV for the first 19 days for n=1:N-1 MV(n)=sum((x(1:n)-MA(n)).^2)/n; end %MV for 20th day for n=N:s1 MV(n)=sum((x(n-(N-1):n)-MA(n)).^2)/N; end
figure plot(t,MV,'b') legend('Moving Variance') axis([0 s1 0 5])
%overall autocorellation
%Overall autocovariance
Av= sum(x)/s1;
for n= -s1+1:s1-1 suma= 0; for k=1:s1 if k+n<=s1 && k+n>0 suma= suma+((x(k)-Av)*(x(k+n)-Av)); end end Acov(n+s1)= suma/s1; end
figure plot(Acov,'b') legend('Autocovariance') axis([0 2*s1-1 -5 10])
SD= sqrt(MV); MAp= MA+3SD; Mam= MA-3SD;
figure plot(t,x,'k',t,MA,'b',t,MAp,'r',t,MAm,'r') legend('Stock Price', 'Moving Average','+3x Standard Deviation','-3x Standard Deviation') axis([0 s1 15 35])
for n= 2:N-1 Sk(n)= sum((x(1:n)-MA(n)).^3)/(n+SD(n)^3); end