MVARiPartSIP01_IBM_20161003 starting at 07-Nov-2018 18:37:07

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (07-Nov-2018 18:37:07)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
{No appropriate method, property, or field 'set' for class 'spl'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 77)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',77,0)">line 77</a>)
        prices(1).set(t.time2, t.price);} 
opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',77,0)
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 07-Nov-2018 18:38:18

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (07-Nov-2018 18:38:18)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
{Index exceeds the number of array elements (1).
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 79)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',79,0)">line 79</a>)
        prices(2).set(t.time2, t.price);} 
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 07-Nov-2018 18:40:14

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (07-Nov-2018 18:40:14)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 7.7945 sec.
starting estimates secondFactor=1. 07-Nov-2018 18:40:22
(nbbPart nboPart nbbSIP nboSIP)
{Unrecognized property 'spec' for class 'MVARi'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 104)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',104,0)">line 104</a>)
        mv.spec = Specification.PDL;} 
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 07-Nov-2018 18:42:03

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (07-Nov-2018 18:42:03)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 6.3303 sec.
starting estimates secondFactor=1. 07-Nov-2018 18:42:09
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
zpzLayoutPDL s:
     <strong>type</strong>      <strong>tIndex</strong>    <strong>first</strong>    <strong>last</strong>
    <strong>_______</strong>    <strong>______</strong>    <strong>_____</strong>    <strong>____</strong>
    'const'      0         1        1 
    'price'      1         2        4 
    'price'      2         5        7 
    'price'      3         8       10 
    'price'      4        11       13 
    'ecm'        1        14       14 
    'ecm'        2        15       15 
    'ecm'        3        16       16 
zpzLayoutPDL t:
    <strong>k</strong>     <strong>i</strong>    <strong>j</strong>
    <strong>__</strong>    <strong>_</strong>    <strong>_</strong>
     1    1    1
     2    2    1
     3    3    1
     4    4    1
     5    5    1
     6    6    1
     7    7    1
     8    8    1
     9    2    2
    10    3    2
    11    4    2
    12    5    2
    13    6    2
    14    7    2
    15    8    2
    16    3    3
    17    4    3
    18    5    3
    19    6    3
    20    7    3
    21    8    3
    22    4    4
    23    5    4
    24    6    4
    25    7    4
    26    8    4
    27    5    5
    28    6    5
    29    7    5
    30    8    5
    31    6    6
    32    7    6
    33    8    6
    34    7    7
    35    8    7
    36    8    8
Starting k: 36 i:8   ecm 3 j:8    ecm 3 
Ending k: 36 Elapsed time is 0.01 seconds
Starting k: 35 i:8   ecm 3 j:7    ecm 2 
Ending k: 35 Elapsed time is 0.01 seconds
Starting k: 34 i:7   ecm 2 j:7    ecm 2 
Ending k: 34 Elapsed time is 0.01 seconds
Starting k: 33 i:8   ecm 3 j:6    ecm 1 
Ending k: 33 Elapsed time is 0.01 seconds
Starting k: 32 i:7   ecm 2 j:6    ecm 1 
Ending k: 32 Elapsed time is 0.02 seconds
Starting k: 31 i:6   ecm 1 j:6    ecm 1 
Ending k: 31 Elapsed time is 0.01 seconds
Starting k: 30 i:8   ecm 3 j:5  price 4 
Ending k: 30 Elapsed time is 0.66 seconds
Starting k: 29 i:7   ecm 2 j:5  price 4 
Ending k: 29 Elapsed time is 0.43 seconds
Starting k: 28 i:6   ecm 1 j:5  price 4 
Ending k: 28 Elapsed time is 0.52 seconds
Starting k: 27 i:5 price 4 j:5  price 4 
Ending k: 27 Elapsed time is 1.50 seconds
Starting k: 26 i:8   ecm 3 j:4  price 3 
Ending k: 26 Elapsed time is 0.49 seconds
Starting k: 25 i:7   ecm 2 j:4  price 3 
Ending k: 25 Elapsed time is 0.45 seconds
Starting k: 24 i:6   ecm 1 j:4  price 3 
Ending k: 24 Elapsed time is 0.53 seconds
Starting k: 23 i:5 price 4 j:4  price 3 
Ending k: 23 Elapsed time is 1.39 seconds
Starting k: 22 i:4 price 3 j:4  price 3 
Ending k: 22 Elapsed time is 1.58 seconds
Starting k: 21 i:8   ecm 3 j:3  price 2 
Ending k: 21 Elapsed time is 0.48 seconds
Starting k: 20 i:7   ecm 2 j:3  price 2 
Ending k: 20 Elapsed time is 0.41 seconds
Starting k: 19 i:6   ecm 1 j:3  price 2 
Ending k: 19 Elapsed time is 0.49 seconds
Starting k: 18 i:5 price 4 j:3  price 2 
Ending k: 18 Elapsed time is 1.35 seconds
Starting k: 17 i:4 price 3 j:3  price 2 
Ending k: 17 Elapsed time is 1.30 seconds
Starting k: 16 i:3 price 2 j:3  price 2 
Ending k: 16 Elapsed time is 1.34 seconds
Starting k: 15 i:8   ecm 3 j:2  price 1 
Ending k: 15 Elapsed time is 0.50 seconds
Starting k: 14 i:7   ecm 2 j:2  price 1 
Ending k: 14 Elapsed time is 0.42 seconds
Starting k: 13 i:6   ecm 1 j:2  price 1 
Ending k: 13 Elapsed time is 0.50 seconds
Starting k: 12 i:5 price 4 j:2  price 1 
Ending k: 12 Elapsed time is 1.24 seconds
Starting k: 11 i:4 price 3 j:2  price 1 
Ending k: 11 Elapsed time is 1.42 seconds
Starting k: 10 i:3 price 2 j:2  price 1 
Ending k: 10 Elapsed time is 1.25 seconds
Starting k:  9 i:2 price 1 j:2  price 1 
Ending k:  9 Elapsed time is 1.44 seconds
Across the full parfor loop, the start to finish elapsed time is 19.78 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
Estimation finished for IBM 20161003. secondFactor=1. Elapsed time is 00:20.43.
starting random walk decomposition for secondFactor=1. 07-Nov-2018 18:42:30
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
Random walk decomposition for secondFactor=1 
 annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
starting grouped rw analysis.
{Undefined function or variable 'isGroups'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 139)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',139,0)">line 139</a>)
        r.isBoundsGrouped(isGroups,true);} 
MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 06:40:01

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 06:40:01)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 6.7266 sec.
starting estimates secondFactor=1. 08-Nov-2018 06:40:08
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
zpzLayoutPDL s:
     <strong>type</strong>      <strong>tIndex</strong>    <strong>first</strong>    <strong>last</strong>
    <strong>_______</strong>    <strong>______</strong>    <strong>_____</strong>    <strong>____</strong>
    'const'      0         1        1 
    'price'      1         2        4 
    'price'      2         5        7 
    'price'      3         8       10 
    'price'      4        11       13 
    'ecm'        1        14       14 
    'ecm'        2        15       15 
    'ecm'        3        16       16 
zpzLayoutPDL t:
    <strong>k</strong>     <strong>i</strong>    <strong>j</strong>
    <strong>__</strong>    <strong>_</strong>    <strong>_</strong>
     1    1    1
     2    2    1
     3    3    1
     4    4    1
     5    5    1
     6    6    1
     7    7    1
     8    8    1
     9    2    2
    10    3    2
    11    4    2
    12    5    2
    13    6    2
    14    7    2
    15    8    2
    16    3    3
    17    4    3
    18    5    3
    19    6    3
    20    7    3
    21    8    3
    22    4    4
    23    5    4
    24    6    4
    25    7    4
    26    8    4
    27    5    5
    28    6    5
    29    7    5
    30    8    5
    31    6    6
    32    7    6
    33    8    6
    34    7    7
    35    8    7
    36    8    8
Starting k: 36 i:8   ecm 3 j:8    ecm 3 
Ending k: 36 Elapsed time is 0.01 seconds
Starting k: 35 i:8   ecm 3 j:7    ecm 2 
Ending k: 35 Elapsed time is 0.02 seconds
Starting k: 34 i:7   ecm 2 j:7    ecm 2 
Ending k: 34 Elapsed time is 0.01 seconds
Starting k: 33 i:8   ecm 3 j:6    ecm 1 
Ending k: 33 Elapsed time is 0.01 seconds
Starting k: 32 i:7   ecm 2 j:6    ecm 1 
Ending k: 32 Elapsed time is 0.02 seconds
Starting k: 31 i:6   ecm 1 j:6    ecm 1 
Ending k: 31 Elapsed time is 0.00 seconds
Starting k: 30 i:8   ecm 3 j:5  price 4 
Ending k: 30 Elapsed time is 0.68 seconds
Starting k: 29 i:7   ecm 2 j:5  price 4 
Ending k: 29 Elapsed time is 0.36 seconds
Starting k: 28 i:6   ecm 1 j:5  price 4 
Ending k: 28 Elapsed time is 0.48 seconds
Starting k: 27 i:5 price 4 j:5  price 4 
Ending k: 27 Elapsed time is 1.34 seconds
Starting k: 26 i:8   ecm 3 j:4  price 3 
Ending k: 26 Elapsed time is 0.49 seconds
Starting k: 25 i:7   ecm 2 j:4  price 3 
Ending k: 25 Elapsed time is 0.43 seconds
Starting k: 24 i:6   ecm 1 j:4  price 3 
Ending k: 24 Elapsed time is 0.50 seconds
Starting k: 23 i:5 price 4 j:4  price 3 
Ending k: 23 Elapsed time is 1.16 seconds
Starting k: 22 i:4 price 3 j:4  price 3 
Ending k: 22 Elapsed time is 1.34 seconds
Starting k: 21 i:8   ecm 3 j:3  price 2 
Ending k: 21 Elapsed time is 0.49 seconds
Starting k: 20 i:7   ecm 2 j:3  price 2 
Ending k: 20 Elapsed time is 0.40 seconds
Starting k: 19 i:6   ecm 1 j:3  price 2 
Ending k: 19 Elapsed time is 0.48 seconds
Starting k: 18 i:5 price 4 j:3  price 2 
Ending k: 18 Elapsed time is 1.23 seconds
Starting k: 17 i:4 price 3 j:3  price 2 
Ending k: 17 Elapsed time is 1.13 seconds
Starting k: 16 i:3 price 2 j:3  price 2 
Ending k: 16 Elapsed time is 1.26 seconds
Starting k: 15 i:8   ecm 3 j:2  price 1 
Ending k: 15 Elapsed time is 0.47 seconds
Starting k: 14 i:7   ecm 2 j:2  price 1 
Ending k: 14 Elapsed time is 0.37 seconds
Starting k: 13 i:6   ecm 1 j:2  price 1 
Ending k: 13 Elapsed time is 0.49 seconds
Starting k: 12 i:5 price 4 j:2  price 1 
Ending k: 12 Elapsed time is 1.15 seconds
Starting k: 11 i:4 price 3 j:2  price 1 
Ending k: 11 Elapsed time is 1.23 seconds
Starting k: 10 i:3 price 2 j:2  price 1 
Ending k: 10 Elapsed time is 1.11 seconds
Starting k:  9 i:2 price 1 j:2  price 1 
Ending k:  9 Elapsed time is 1.31 seconds
Across the full parfor loop, the start to finish elapsed time is 18.07 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
Estimation finished for IBM 20161003. secondFactor=1. Elapsed time is 00:18.78.
starting random walk decomposition for secondFactor=1. 08-Nov-2018 06:40:26
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
Random walk decomposition for secondFactor=1 
 annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
starting grouped rw analysis.
{Undefined function or variable 'isGroups'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 139)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',139,0)">line 139</a>)
        r.isBoundsGrouped(isGroups,true);} 
opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',139,0)
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 06:42:32

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 06:42:32)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 5.5003 sec.
starting estimates secondFactor=1. 08-Nov-2018 06:42:38
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
zpzLayoutPDL s:
     <strong>type</strong>      <strong>tIndex</strong>    <strong>first</strong>    <strong>last</strong>
    <strong>_______</strong>    <strong>______</strong>    <strong>_____</strong>    <strong>____</strong>
    'const'      0         1        1 
    'price'      1         2        4 
    'price'      2         5        7 
    'price'      3         8       10 
    'price'      4        11       13 
    'ecm'        1        14       14 
    'ecm'        2        15       15 
    'ecm'        3        16       16 
zpzLayoutPDL t:
    <strong>k</strong>     <strong>i</strong>    <strong>j</strong>
    <strong>__</strong>    <strong>_</strong>    <strong>_</strong>
     1    1    1
     2    2    1
     3    3    1
     4    4    1
     5    5    1
     6    6    1
     7    7    1
     8    8    1
     9    2    2
    10    3    2
    11    4    2
    12    5    2
    13    6    2
    14    7    2
    15    8    2
    16    3    3
    17    4    3
    18    5    3
    19    6    3
    20    7    3
    21    8    3
    22    4    4
    23    5    4
    24    6    4
    25    7    4
    26    8    4
    27    5    5
    28    6    5
    29    7    5
    30    8    5
    31    6    6
    32    7    6
    33    8    6
    34    7    7
    35    8    7
    36    8    8
Starting k: 36 i:8   ecm 3 j:8    ecm 3 
Ending k: 36 Elapsed time is 0.01 seconds
Starting k: 35 i:8   ecm 3 j:7    ecm 2 
Ending k: 35 Elapsed time is 0.01 seconds
Starting k: 34 i:7   ecm 2 j:7    ecm 2 
Ending k: 34 Elapsed time is 0.01 seconds
Starting k: 33 i:8   ecm 3 j:6    ecm 1 
Ending k: 33 Elapsed time is 0.00 seconds
Starting k: 32 i:7   ecm 2 j:6    ecm 1 
Ending k: 32 Elapsed time is 0.01 seconds
Starting k: 31 i:6   ecm 1 j:6    ecm 1 
Ending k: 31 Elapsed time is 0.00 seconds
Starting k: 30 i:8   ecm 3 j:5  price 4 
Ending k: 30 Elapsed time is 0.62 seconds
Starting k: 29 i:7   ecm 2 j:5  price 4 
Ending k: 29 Elapsed time is 0.41 seconds
Starting k: 28 i:6   ecm 1 j:5  price 4 
Ending k: 28 Elapsed time is 0.51 seconds
Starting k: 27 i:5 price 4 j:5  price 4 
Ending k: 27 Elapsed time is 1.39 seconds
Starting k: 26 i:8   ecm 3 j:4  price 3 
Ending k: 26 Elapsed time is 0.50 seconds
Starting k: 25 i:7   ecm 2 j:4  price 3 
Ending k: 25 Elapsed time is 0.51 seconds
Starting k: 24 i:6   ecm 1 j:4  price 3 
Ending k: 24 Elapsed time is 0.51 seconds
Starting k: 23 i:5 price 4 j:4  price 3 
Ending k: 23 Elapsed time is 1.20 seconds
Starting k: 22 i:4 price 3 j:4  price 3 
Ending k: 22 Elapsed time is 1.31 seconds
Starting k: 21 i:8   ecm 3 j:3  price 2 
Ending k: 21 Elapsed time is 0.48 seconds
Starting k: 20 i:7   ecm 2 j:3  price 2 
Ending k: 20 Elapsed time is 0.38 seconds
Starting k: 19 i:6   ecm 1 j:3  price 2 
Ending k: 19 Elapsed time is 0.47 seconds
Starting k: 18 i:5 price 4 j:3  price 2 
Ending k: 18 Elapsed time is 1.31 seconds
Starting k: 17 i:4 price 3 j:3  price 2 
Ending k: 17 Elapsed time is 1.22 seconds
Starting k: 16 i:3 price 2 j:3  price 2 
Ending k: 16 Elapsed time is 1.28 seconds
Starting k: 15 i:8   ecm 3 j:2  price 1 
Ending k: 15 Elapsed time is 0.49 seconds
Starting k: 14 i:7   ecm 2 j:2  price 1 
Ending k: 14 Elapsed time is 0.43 seconds
Starting k: 13 i:6   ecm 1 j:2  price 1 
Ending k: 13 Elapsed time is 0.49 seconds
Starting k: 12 i:5 price 4 j:2  price 1 
Ending k: 12 Elapsed time is 1.14 seconds
Starting k: 11 i:4 price 3 j:2  price 1 
Ending k: 11 Elapsed time is 1.29 seconds
Starting k: 10 i:3 price 2 j:2  price 1 
Ending k: 10 Elapsed time is 1.18 seconds
Starting k:  9 i:2 price 1 j:2  price 1 
Ending k:  9 Elapsed time is 1.29 seconds
Across the full parfor loop, the start to finish elapsed time is 18.49 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
Estimation finished for IBM 20161003. secondFactor=1. Elapsed time is 00:19.02.
starting random walk decomposition for secondFactor=1. 08-Nov-2018 06:42:57
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
Random walk decomposition for secondFactor=1 
 annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
starting grouped rw analysis.
{Error using <a href="matlab:matlab.internal.language.introspective.errorDocCallback('randomWalkDecomp/isBoundsGrouped')" style="font-weight:bold">randomWalkDecomp/isBoundsGrouped</a>
Too many input arguments.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 140)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',140,0)">line 140</a>)
        r.isBoundsGrouped(isGroups,true);} 
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 06:46:33

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 06:46:33)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 5.3683 sec.
starting estimates secondFactor=1. 08-Nov-2018 06:46:38
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
Across the full parfor loop, the start to finish elapsed time is 17.79 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
Estimation finished for IBM 20161003. secondFactor=1. Elapsed time is 00:18.21.
starting random walk decomposition for secondFactor=1. 08-Nov-2018 06:46:56
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
Random walk decomposition for secondFactor=1 
 annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00220  0.99959
nbbSIP nboSIP    0.00041  0.99780
Random-walk decomp finished for IBM 20161003. secondFactor=1. Elapsed time is 0.13231 sec.

MVARiPartSIP01_IBM_20161003 secondFactor=10
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
name=p2; deg=0; n=90; kOffset=10; vNames=p2d0.
Reading data for secondFactor=10 (08-Nov-2018 06:46:57)
20161003 IBM   6223 observations (5555 with nonzero price changes and 9am-5pm)
20161003 IBM   5727 observations (5222 with nonzero price changes and 9am-5pm)
20161003 IBM   6213 observations (5551 with nonzero price changes and 9am-5pm)
20161003 IBM   5723 observations (5222 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=10. Elapsed time is 4.32 sec.
starting estimates secondFactor=10. 08-Nov-2018 06:47:01
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:00.1) to       648000 (18:00:00.0)
     nboPart            1 (00:00:00.1) to       648000 (18:00:00.0)
      nbbSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
      nboSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
valid range:       351000 (09:45:00.0) to       576000 (16:00:00.0)
     nbbPart       5555 total observations,       5379 in valid range.
     nboPart       5222 total observations,       5037 in valid range.
      nbbSIP       5551 total observations,       5374 in valid range.
      nboSIP       5222 total observations,       5038 in valid range.
eVecMeans: -0.032586 -1.0222e-06   -0.032586
buildzpzSparsePDLpar (nCPU=0)
Across the full parfor loop, the start to finish elapsed time is 55.51 sec.
VAR/VECM estimates for secondFactor=10
                   dnbbPart        t   dnboPart        t     dnbbSIP          t    dnboSIP        t
dnbbPartp0d0       -0.04815    -1.41    0.04315     1.19    -0.04934     -1.455    0.04226    1.172
dnbbPartp1d0      -0.005368  -0.1926   0.003891   0.1314   -0.005391    -0.1948   0.003636   0.1235
dnbbPartp2d0      -0.004763  -0.2417  -0.007997  -0.3822    -0.00471    -0.2408  -0.008043  -0.3865
dnboPartp0d0       -0.05219   -1.466   -0.06182   -1.635     -0.0527     -1.491   -0.06168   -1.641
dnboPartp1d0       -0.02136   -0.736   -0.01676  -0.5437    -0.02133    -0.7403   -0.01681  -0.5486
dnboPartp2d0       -0.02079   -1.011   -0.02258   -1.034    -0.02076     -1.017   -0.02258    -1.04
dnbbSIPp0d0      -0.0002147  -0.0063   0.003273  0.09044  -9.134e-05  -0.002699   0.003325  0.09239
dnbbSIPp1d0       -0.005415  -0.1944    0.01205   0.4073   -0.005367     -0.194    0.01215   0.4129
dnbbSIPp2d0        0.002258   0.1146    0.01237   0.5912     0.00229     0.1171    0.01242   0.5969
dnboSIPp0d0          0.1055    2.968    0.02349   0.6225      0.1058      2.999    0.02388   0.6363
dnboSIPp1d0         0.03829     1.32   0.007599   0.2466     0.03824      1.327   0.007668   0.2503
dnboSIPp2d0         0.02453    1.193    0.01939   0.8882     0.02444      1.197    0.01938   0.8924
nbbPart-nboPart     -0.4118   -10.03   -0.08333   -1.911     -0.4126     -10.12     -1.083   -24.99
nbbPart-nbbSIP      0.02303   0.5832     0.3864    9.213       1.024      26.12     0.3872    9.282
nbbPart-nboSIP       0.4084    9.949    0.08609    1.974      0.4093      10.04      1.086    25.05
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  5.043e-06  2.997e-06  4.978e-06  2.971e-06
dnboPart  2.997e-06  5.688e-06   2.96e-06  5.629e-06
dnbbSIP   4.978e-06   2.96e-06  4.972e-06  2.945e-06
dnboSIP   2.971e-06  5.629e-06  2.945e-06  5.625e-06
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.5595    0.994   0.5578
dnboPart    0.5595         1   0.5565   0.9951
dnbbSIP      0.994    0.5565        1   0.5569
dnboSIP     0.5578    0.9951   0.5569        1
Estimation finished for IBM 20161003. secondFactor=10. Elapsed time is 00:56.04.
starting random walk decomposition for secondFactor=10. 08-Nov-2018 06:47:57
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart   nbbSIP  nboSIP
    0.815   0.9455  -0.2692   -0.28
per period var_w:    0.000006 sd_w:    0.002504
Random walk decomposition for secondFactor=10 
 annualized var_w:  366.887495 sd_w:   19.154307
info share bounds:
             Min      Max
nbbPart  0.00610  0.71993
nboPart  0.00762  0.83190
nbbSIP   0.00066  0.70605
nboSIP   0.00066  0.81910
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.01698  0.99866
nbbSIP nboSIP    0.00134  0.98302
Random-walk decomp finished for IBM 20161003. secondFactor=10. Elapsed time is 0.13052 sec.

Ending IBM 20161003 analysis at 08-Nov-2018 06:47:57. Elapsed time is 01:24.35.

MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 09:14:42

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 09:14:42)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 6.3657 sec.
starting estimates secondFactor=1. 08-Nov-2018 09:14:48
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
Across the full parfor loop, the start to finish elapsed time is 20.34 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
Estimation finished for IBM 20161003. secondFactor=1. Elapsed time is 00:20.92.
starting random walk decomposition for secondFactor=1. 08-Nov-2018 09:15:09
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00220  0.99959
nbbSIP nboSIP    0.00041  0.99780
Random-walk decomp finished for IBM 20161003. secondFactor=1. Elapsed time is 0.31031 sec.

MVARiPartSIP01_IBM_20161003 secondFactor=10
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
name=p2; deg=0; n=90; kOffset=10; vNames=p2d0.
Reading data for secondFactor=10 (08-Nov-2018 09:15:10)
20161003 IBM   6223 observations (5555 with nonzero price changes and 9am-5pm)
20161003 IBM   5727 observations (5222 with nonzero price changes and 9am-5pm)
20161003 IBM   6213 observations (5551 with nonzero price changes and 9am-5pm)
20161003 IBM   5723 observations (5222 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=10. Elapsed time is 5.2336 sec.
starting estimates secondFactor=10. 08-Nov-2018 09:15:15
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:00.1) to       648000 (18:00:00.0)
     nboPart            1 (00:00:00.1) to       648000 (18:00:00.0)
      nbbSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
      nboSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
valid range:       351000 (09:45:00.0) to       576000 (16:00:00.0)
     nbbPart       5555 total observations,       5379 in valid range.
     nboPart       5222 total observations,       5037 in valid range.
      nbbSIP       5551 total observations,       5374 in valid range.
      nboSIP       5222 total observations,       5038 in valid range.
eVecMeans: -0.032586 -1.0222e-06   -0.032586
buildzpzSparsePDLpar (nCPU=0)
Across the full parfor loop, the start to finish elapsed time is 64.59 sec.
VAR/VECM estimates for secondFactor=10
                   dnbbPart        t   dnboPart        t     dnbbSIP          t    dnboSIP        t
dnbbPartp0d0       -0.04815    -1.41    0.04315     1.19    -0.04934     -1.455    0.04226    1.172
dnbbPartp1d0      -0.005368  -0.1926   0.003891   0.1314   -0.005391    -0.1948   0.003636   0.1235
dnbbPartp2d0      -0.004763  -0.2417  -0.007997  -0.3822    -0.00471    -0.2408  -0.008043  -0.3865
dnboPartp0d0       -0.05219   -1.466   -0.06182   -1.635     -0.0527     -1.491   -0.06168   -1.641
dnboPartp1d0       -0.02136   -0.736   -0.01676  -0.5437    -0.02133    -0.7403   -0.01681  -0.5486
dnboPartp2d0       -0.02079   -1.011   -0.02258   -1.034    -0.02076     -1.017   -0.02258    -1.04
dnbbSIPp0d0      -0.0002147  -0.0063   0.003273  0.09044  -9.134e-05  -0.002699   0.003325  0.09239
dnbbSIPp1d0       -0.005415  -0.1944    0.01205   0.4073   -0.005367     -0.194    0.01215   0.4129
dnbbSIPp2d0        0.002258   0.1146    0.01237   0.5912     0.00229     0.1171    0.01242   0.5969
dnboSIPp0d0          0.1055    2.968    0.02349   0.6225      0.1058      2.999    0.02388   0.6363
dnboSIPp1d0         0.03829     1.32   0.007599   0.2466     0.03824      1.327   0.007668   0.2503
dnboSIPp2d0         0.02453    1.193    0.01939   0.8882     0.02444      1.197    0.01938   0.8924
nbbPart-nboPart     -0.4118   -10.03   -0.08333   -1.911     -0.4126     -10.12     -1.083   -24.99
nbbPart-nbbSIP      0.02303   0.5832     0.3864    9.213       1.024      26.12     0.3872    9.282
nbbPart-nboSIP       0.4084    9.949    0.08609    1.974      0.4093      10.04      1.086    25.05
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  5.043e-06  2.997e-06  4.978e-06  2.971e-06
dnboPart  2.997e-06  5.688e-06   2.96e-06  5.629e-06
dnbbSIP   4.978e-06   2.96e-06  4.972e-06  2.945e-06
dnboSIP   2.971e-06  5.629e-06  2.945e-06  5.625e-06
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.5595    0.994   0.5578
dnboPart    0.5595         1   0.5565   0.9951
dnbbSIP      0.994    0.5565        1   0.5569
dnboSIP     0.5578    0.9951   0.5569        1
Estimation finished for IBM 20161003. secondFactor=10. Elapsed time is 01:05.40.
starting random walk decomposition for secondFactor=10. 08-Nov-2018 09:16:20
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart   nbbSIP  nboSIP
    0.815   0.9455  -0.2692   -0.28
per period var_w:    0.000006 sd_w:    0.002504
annualized var_w:  366.887495 sd_w:   19.154307
info share bounds:
             Min      Max
nbbPart  0.00610  0.71993
nboPart  0.00762  0.83190
nbbSIP   0.00066  0.70605
nboSIP   0.00066  0.81910
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.01698  0.99866
nbbSIP nboSIP    0.00134  0.98302
Random-walk decomp finished for IBM 20161003. secondFactor=10. Elapsed time is 0.19809 sec.

Ending IBM 20161003 analysis at 08-Nov-2018 09:16:21. Elapsed time is 01:38.73.

MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 09:29:15

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 09:29:16)
{Undefined function or variable 'x'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 95)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',95,0)">line 95</a>)
    t = getPrice(x,'nbb','timeMid',secondFactor,mDisplay,symbol,inDate);} 
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 09:31:36

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 09:31:36)
{Error using <a href="matlab:matlab.internal.language.introspective.errorDocCallback('getPrice', 'C:\Active\PDL\MatlabNovember2018\mFiles\getPrice.m', 24)" style="font-weight:bold">getPrice</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\mFiles\getPrice.m',24,0)">line 24</a>)
nbb not found in table.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m', 95)" style="font-weight:bold">MVARiPartSIP01</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',95,0)">line 95</a>)
    t = getPrice(readtable([inCsvDir 'part_nbo.csv']),'nbb','timeMid',secondFactor,mDisplay,symbol,inDate);} 
opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01.m',95,0)
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 09:31:59

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 09:31:59)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 6.3095 sec.
starting estimates secondFactor=1. 08-Nov-2018 09:32:05
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
Across the full parfor loop, the start to finish elapsed time is 21.32 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
Estimation finished for IBM 20161003. secondFactor=1. Elapsed time is 00:21.99.
starting irf computation for secondFactor=1. 08-Nov-2018 09:32:27
irfPDLpacked (nCPU=0)
IRF computation for shock 4. Elapsed time is 0.06 seconds.
IRF computation for shock 3. Elapsed time is 0.03 seconds.
IRF computation for shock 2. Elapsed time is 0.03 seconds.
IRF computation for shock 1. Elapsed time is 0.04 seconds.
Within parfor, total elapsed time on all threads is 0.16 seconds.
Across the full parfor loop, the start to finish elapsed time is 0.28 sec.
IBM 20161003 irf finished. elapsed time is 0.38 seconds.
IRF calculation finished for IBM 20161003. secondFactor=1. Elapsed time is 0.37602 sec.
Random walk decomposition for secondFactor=1. 08-Nov-2018 09:32:27
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00220  0.99959
nbbSIP nboSIP    0.00041  0.99780

MVARiPartSIP01_IBM_20161003 secondFactor=10
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
name=p2; deg=0; n=90; kOffset=10; vNames=p2d0.
Reading data for secondFactor=10 (08-Nov-2018 09:32:28)
20161003 IBM   6223 observations (5555 with nonzero price changes and 9am-5pm)
20161003 IBM   5727 observations (5222 with nonzero price changes and 9am-5pm)
20161003 IBM   6213 observations (5551 with nonzero price changes and 9am-5pm)
20161003 IBM   5723 observations (5222 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=10. Elapsed time is 4.9778 sec.
starting estimates secondFactor=10. 08-Nov-2018 09:32:33
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:00.1) to       648000 (18:00:00.0)
     nboPart            1 (00:00:00.1) to       648000 (18:00:00.0)
      nbbSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
      nboSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
valid range:       351000 (09:45:00.0) to       576000 (16:00:00.0)
     nbbPart       5555 total observations,       5379 in valid range.
     nboPart       5222 total observations,       5037 in valid range.
      nbbSIP       5551 total observations,       5374 in valid range.
      nboSIP       5222 total observations,       5038 in valid range.
eVecMeans: -0.032586 -1.0222e-06   -0.032586
buildzpzSparsePDLpar (nCPU=0)
if system_dependent('IsDebugMode')==1, dbquit; end
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 08-Nov-2018 09:34:07

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (08-Nov-2018 09:34:07)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 6.244 sec.
MVARiPartSIP01_IBM_20161003 starting at 09-Nov-2018 11:04:24

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (09-Nov-2018 11:04:24)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 6.1121 sec.
starting estimates secondFactor=1. 09-Nov-2018 11:04:30
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
Across the full parfor loop, the start to finish elapsed time is 16.24 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
ans = 
  <a href="matlab:helpPopup MVARi" style="font-weight:bold">MVARi</a> with properties:

          symbol: 'IBM'
          inDate: 20161003
    secondFactor: 1
          prices: [1×4 spl]
         dPrices: [1×4 spd]
         nPrices: 4
       intercept: 0
             ecm: 1
      firstValid: 35100
       lastValid: 57600
           polys: [1×2 polynom]
           kzlhs: [0 1 0 0 1 0 0 1 0 0 1 0 0 0 0 0]
           kzrhs: [0 0 1 1 0 1 1 0 1 1 0 1 1 1 1 1]
      priceNames: {'nbbPart'  'nboPart'  'nbbSIP'  'nboSIP'}
          zNames: {1×16 cell}
          xNames: {1×11 cell}
          yNames: {'dnbbPart'  'dnboPart'  'dnbbSIP'  'dnboSIP'}
           eVecs: [1×3 spl]
       eVecMeans: [-0.0326 1.3333e-06 -0.0326]
             zpz: [16×16 double]
               b: [11×4 double]
       bColNames: {}
             seb: [11×4 double]
              tb: [11×4 double]
            eCov: [4×4 double]
           eCorr: [4×4 double]
            irft: []
             irf: []
       irfPacked: []
           bIRFt: []
            bIRF: []
             rwd: [0×0 randomWalkDecomp]
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 09-Nov-2018 11:06:16

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
starting irf computation for secondFactor=1. 09-Nov-2018 11:06:16
irfPDLpacked (nCPU=0)
IRF computation for shock 4. Elapsed time is 0.03 seconds.
IRF computation for shock 3. Elapsed time is 0.02 seconds.
IRF computation for shock 2. Elapsed time is 0.02 seconds.
IRF computation for shock 1. Elapsed time is 0.01 seconds.
Within parfor, total elapsed time on all threads is 0.08 seconds.
Across the full parfor loop, the start to finish elapsed time is 0.12 sec.
ans = 
  <a href="matlab:helpPopup MVARi" style="font-weight:bold">MVARi</a> with properties:

          symbol: 'IBM'
          inDate: 20161003
    secondFactor: 1
          prices: [1×4 spl]
         dPrices: [1×4 spd]
         nPrices: 4
       intercept: 0
             ecm: 1
      firstValid: 35100
       lastValid: 57600
           polys: [1×2 polynom]
           kzlhs: [0 1 0 0 1 0 0 1 0 0 1 0 0 0 0 0]
           kzrhs: [0 0 1 1 0 1 1 0 1 1 0 1 1 1 1 1]
      priceNames: {'nbbPart'  'nboPart'  'nbbSIP'  'nboSIP'}
          zNames: {1×16 cell}
          xNames: {1×11 cell}
          yNames: {'dnbbPart'  'dnboPart'  'dnbbSIP'  'dnboSIP'}
           eVecs: [1×3 spl]
       eVecMeans: [-0.0326 1.3333e-06 -0.0326]
             zpz: [16×16 double]
               b: [11×4 double]
       bColNames: {}
             seb: [11×4 double]
              tb: [11×4 double]
            eCov: [4×4 double]
           eCorr: [4×4 double]
            irft: [0 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 100 200 300 400 500]
             irf: []
       irfPacked: [4×24×4 double]
           bIRFt: []
            bIRF: []
             rwd: [0×0 randomWalkDecomp]
MVARiPartSIP01
MVARiPartSIP01_IBM_20161003 starting at 09-Nov-2018 11:15:01

MVARiPartSIP01_IBM_20161003 secondFactor=1
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
Reading data for secondFactor=1 (09-Nov-2018 11:15:02)
20161003 IBM   4543 observations (3843 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3799 with nonzero price changes and 9am-5pm)
20161003 IBM   4545 observations (3844 with nonzero price changes and 9am-5pm)
20161003 IBM   4358 observations (3797 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=1. Elapsed time is 5.1408 sec.
starting estimates secondFactor=1. 09-Nov-2018 11:15:07
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:01) to        64800 (18:00:00)
     nboPart            1 (00:00:01) to        64800 (18:00:00)
      nbbSIP            1 (00:00:01) to        64800 (18:00:00)
      nboSIP            1 (00:00:01) to        64800 (18:00:00)
valid range:        35100 (09:45:00) to        57600 (16:00:00)
     nbbPart       3843 total observations,       3715 in valid range.
     nboPart       3799 total observations,       3658 in valid range.
      nbbSIP       3844 total observations,       3716 in valid range.
      nboSIP       3797 total observations,       3656 in valid range.
eVecMeans: -0.0326  1.3333e-06     -0.0326
buildzpzSparsePDLpar (nCPU=0)
Across the full for/parfor loop, the start to finish elapsed time is 16.74 sec.
VAR/VECM estimates for secondFactor=1
                 dnbbPart        t  dnboPart         t   dnbbSIP        t   dnboSIP         t
dnbbPartp0d0      -0.7296   -1.258    -0.316   -0.5153   -0.7306    -1.26   -0.3158   -0.5156
dnbbPartp1d0      -0.2916  -0.7112  -0.03027  -0.06985   -0.2919  -0.7122  -0.02996  -0.06921
dnboPartp0d0      -0.2037  -0.8108   0.02397   0.09029   -0.2038  -0.8117   0.02368    0.0893
dnboPartp1d0     0.009435  0.05314    0.1143    0.6092  0.009521  0.05364    0.1146     0.611
dnbbSIPp0d0        0.7003    1.207    0.4169    0.6798    0.7012    1.209    0.4166    0.6801
dnbbSIPp1d0        0.2717   0.6626    0.0632    0.1458    0.2718   0.6631    0.0628    0.1451
dnboSIPp0d0        0.2861    1.139  -0.06835   -0.2575    0.2861     1.14  -0.06833   -0.2577
dnboSIPp1d0       0.02055   0.1157   -0.1371   -0.7305   0.02062   0.1162   -0.1371   -0.7312
nbbPart-nboPart   -0.7578   -2.463  -0.08996   -0.2766   -0.7579   -2.465    -1.091    -3.358
nbbPart-nbbSIP     0.1818   0.2558     1.487      1.98     1.183    1.666     1.488     1.983
nbbPart-nboSIP     0.7295    2.372    0.1108    0.3406    0.7298    2.374     1.111     3.422
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  4.937e-05  3.686e-05  4.934e-05  3.681e-05
dnboPart  3.686e-05  5.517e-05  3.684e-05  5.507e-05
dnbbSIP   4.934e-05  3.684e-05  4.932e-05  3.679e-05
dnboSIP   3.681e-05  5.507e-05  3.679e-05  5.504e-05
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.7062   0.9999   0.7061
dnboPart    0.7062         1   0.7062   0.9994
dnbbSIP     0.9999    0.7062        1   0.7062
dnboSIP     0.7061    0.9994   0.7062        1
Estimation finished for IBM 20161003. secondFactor=1. Elapsed time is 00:17.15.
starting irf computation for secondFactor=1. 09-Nov-2018 11:15:24
irfPDLpacked (nCPU=0)
IRF computation for shock 4. Elapsed time is 0.03 seconds.
IRF computation for shock 3. Elapsed time is 0.02 seconds.
IRF computation for shock 2. Elapsed time is 0.02 seconds.
IRF computation for shock 1. Elapsed time is 0.02 seconds.
Across the full for/parfor loop, the start to finish elapsed time is 0.09 sec.
IBM 20161003 irf finished. elapsed time is 0.16 seconds.
IRF calculation finished for IBM 20161003. secondFactor=1. Elapsed time is 0.15702 sec.
Random walk decomposition for secondFactor=1. 09-Nov-2018 11:15:24
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00220  0.99959
nbbSIP nboSIP    0.00041  0.99780

MVARiPartSIP01_IBM_20161003 secondFactor=10
Setting polynomials
name=p0; deg=0; n=1; kOffset=0; vNames=p0d0.
name=p1; deg=0; n=9; kOffset=1; vNames=p1d0.
name=p2; deg=0; n=90; kOffset=10; vNames=p2d0.
Reading data for secondFactor=10 (09-Nov-2018 11:15:24)
20161003 IBM   6223 observations (5555 with nonzero price changes and 9am-5pm)
20161003 IBM   5727 observations (5222 with nonzero price changes and 9am-5pm)
20161003 IBM   6213 observations (5551 with nonzero price changes and 9am-5pm)
20161003 IBM   5723 observations (5222 with nonzero price changes and 9am-5pm)
Data read finished for IBM 20161003. secondFactor=10. Elapsed time is 4.4125 sec.
starting estimates secondFactor=10. 09-Nov-2018 11:15:29
(nbbPart nboPart nbbSIP nboSIP)
setValid (computing largest possible range)
     nbbPart            1 (00:00:00.1) to       648000 (18:00:00.0)
     nboPart            1 (00:00:00.1) to       648000 (18:00:00.0)
      nbbSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
      nboSIP            1 (00:00:00.1) to       648000 (18:00:00.0)
valid range:       351000 (09:45:00.0) to       576000 (16:00:00.0)
     nbbPart       5555 total observations,       5379 in valid range.
     nboPart       5222 total observations,       5037 in valid range.
      nbbSIP       5551 total observations,       5374 in valid range.
      nboSIP       5222 total observations,       5038 in valid range.
eVecMeans: -0.032586 -1.0222e-06   -0.032586
buildzpzSparsePDLpar (nCPU=0)
Across the full for/parfor loop, the start to finish elapsed time is 51.50 sec.
VAR/VECM estimates for secondFactor=10
                   dnbbPart        t   dnboPart        t     dnbbSIP          t    dnboSIP        t
dnbbPartp0d0       -0.04815    -1.41    0.04315     1.19    -0.04934     -1.455    0.04226    1.172
dnbbPartp1d0      -0.005368  -0.1926   0.003891   0.1314   -0.005391    -0.1948   0.003636   0.1235
dnbbPartp2d0      -0.004763  -0.2417  -0.007997  -0.3822    -0.00471    -0.2408  -0.008043  -0.3865
dnboPartp0d0       -0.05219   -1.466   -0.06182   -1.635     -0.0527     -1.491   -0.06168   -1.641
dnboPartp1d0       -0.02136   -0.736   -0.01676  -0.5437    -0.02133    -0.7403   -0.01681  -0.5486
dnboPartp2d0       -0.02079   -1.011   -0.02258   -1.034    -0.02076     -1.017   -0.02258    -1.04
dnbbSIPp0d0      -0.0002147  -0.0063   0.003273  0.09044  -9.134e-05  -0.002699   0.003325  0.09239
dnbbSIPp1d0       -0.005415  -0.1944    0.01205   0.4073   -0.005367     -0.194    0.01215   0.4129
dnbbSIPp2d0        0.002258   0.1146    0.01237   0.5912     0.00229     0.1171    0.01242   0.5969
dnboSIPp0d0          0.1055    2.968    0.02349   0.6225      0.1058      2.999    0.02388   0.6363
dnboSIPp1d0         0.03829     1.32   0.007599   0.2466     0.03824      1.327   0.007668   0.2503
dnboSIPp2d0         0.02453    1.193    0.01939   0.8882     0.02444      1.197    0.01938   0.8924
nbbPart-nboPart     -0.4118   -10.03   -0.08333   -1.911     -0.4126     -10.12     -1.083   -24.99
nbbPart-nbbSIP      0.02303   0.5832     0.3864    9.213       1.024      26.12     0.3872    9.282
nbbPart-nboSIP       0.4084    9.949    0.08609    1.974      0.4093      10.04      1.086    25.05
eCov
           dnbbPart   dnboPart    dnbbSIP    dnboSIP
dnbbPart  5.043e-06  2.997e-06  4.978e-06  2.971e-06
dnboPart  2.997e-06  5.688e-06   2.96e-06  5.629e-06
dnbbSIP   4.978e-06   2.96e-06  4.972e-06  2.945e-06
dnboSIP   2.971e-06  5.629e-06  2.945e-06  5.625e-06
eCorr
          dnbbPart  dnboPart  dnbbSIP  dnboSIP
dnbbPart         1    0.5595    0.994   0.5578
dnboPart    0.5595         1   0.5565   0.9951
dnbbSIP      0.994    0.5565        1   0.5569
dnboSIP     0.5578    0.9951   0.5569        1
Estimation finished for IBM 20161003. secondFactor=10. Elapsed time is 00:52.02.
starting irf computation for secondFactor=10. 09-Nov-2018 11:16:21
irfPDLpacked (nCPU=0)
IRF computation for shock 4. Elapsed time is 0.17 seconds.
IRF computation for shock 3. Elapsed time is 0.16 seconds.
IRF computation for shock 2. Elapsed time is 0.15 seconds.
IRF computation for shock 1. Elapsed time is 0.15 seconds.
Across the full for/parfor loop, the start to finish elapsed time is 0.64 sec.
IBM 20161003 irf finished. elapsed time is 0.74 seconds.
IRF calculation finished for IBM 20161003. secondFactor=10. Elapsed time is 0.74316 sec.
Random walk decomposition for secondFactor=10. 09-Nov-2018 11:16:21
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart   nbbSIP  nboSIP
    0.815   0.9455  -0.2692   -0.28
per period var_w:    0.000006 sd_w:    0.002504
annualized var_w:  366.887495 sd_w:   19.154307
info share bounds:
             Min      Max
nbbPart  0.00610  0.71993
nboPart  0.00762  0.83190
nbbSIP   0.00066  0.70605
nboSIP   0.00066  0.81910
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.01698  0.99866
nbbSIP nboSIP    0.00134  0.98302

Ending IBM 20161003 analysis at 09-Nov-2018 11:16:22. Elapsed time is 01:20.08.

ans = 
  <a href="matlab:helpPopup MVARi" style="font-weight:bold">MVARi</a> with properties:

          symbol: 'IBM'
          inDate: 20161003
    secondFactor: 1
          prices: [1×4 spl]
         dPrices: [1×4 spd]
         nPrices: 4
       intercept: 0
             ecm: 1
      firstValid: 35100
       lastValid: 57600
           polys: [1×2 polynom]
           kzlhs: [0 1 0 0 1 0 0 1 0 0 1 0 0 0 0 0]
           kzrhs: [0 0 1 1 0 1 1 0 1 1 0 1 1 1 1 1]
      priceNames: {'nbbPart'  'nboPart'  'nbbSIP'  'nboSIP'}
          zNames: {1×16 cell}
          xNames: {'dnbbPartp0d0'  'dnbbPartp1d0'  'dnboPartp0d0'  'dnboPartp1d0'  'dnbbSIPp0d0'  'dnbbSIPp1d0'  'dnboSIPp0d0'  'dnboSIPp1d0'  'nbbPart-nboPart'  'nbbPart-nbbSIP'  'nbbPart-nboSIP'}
          yNames: {'dnbbPart'  'dnboPart'  'dnbbSIP'  'dnboSIP'}
           eVecs: [1×3 spl]
       eVecMeans: [-0.0326 1.3333e-06 -0.0326]
             zpz: [16×16 double]
               b: [11×4 double]
       bColNames: {}
             seb: [11×4 double]
              tb: [11×4 double]
            eCov: [4×4 double]
           eCorr: [4×4 double]
            irft: [0 1 2 3 4 5 6 7 8 9 10 20 30 40 50 60 70 80 90 100 200 300 400 500]
             irf: []
       irfPacked: [4×24×4 double]
           bIRFt: []
            bIRF: []
             rwd: [1×1 randomWalkDecomp]
