matlab - Nelson - Siegel Model -
i working on yield curve (nelson - siegel model) in matlab. problem accurency of evaluation parameters isn't enough.
my code:-
x=[1/12, 3/12, 6/12 ] ; % xdata y =[3.66, 4.26, 4.39 ] ; % ydata x=[0, 0, 0, 0]; % vector coefficients x0 = [1 ,1, 1, 1 ]; %initial values beta1 , beta2, beta3, lambda modelfun = @(x,x) ( x(1) + (x(1) + x(2)) * x(4) * (( 1 - exp(-x/x(4)))/x) - x(3) * exp(-x/x(4)) ) ; [x,resnorm,~,exitflag,output] = lsqcurvefit(modelfun,x0,x,y)
i need more accurate evaluation coefficients. have read somewhere should fix lambda parameter first fminsearch
function , estimate betas parameters, don't know how implement in matlab. ask how should fix initial values?
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