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Liebe VBA Gemeinde,
ich hoffe es geht euch gut!
Ich bin im Moment im Rahmen meines Studiums mit VBA konfrontiert.
In einer Probeklausur habe ich leider eine Frage bei der ich nicht weiter komme. Von den unten genannten Möglichkeiten sind einige Falsch - einige Fehler glaube ich identifiziert zu haben ( \ statt / ). Da eine ähnliche Frage allerdings in vergangenen Klausuren minus Punkte gegeben würde ich mir gerne eure Meinung einholen um die Falschen Codes sicher identifizieren zu können.
Wenn Ihr mir weiterhelfen könntet wäre ich euch sehr verbunden!
Liebe Grüße & herzlichen Dank,
Friedrich
Imagine a dataset in Excel with 50,000 daily returns for one stock in one column.
I would like to compute the Ljung-Box statistic to test if the autocorrelation coefficients of order 1 to 700 are jointly equal to zero. Which code(s) below would allow me to do that?
Each wrong option gives a penalty of 25% of this question mark.
Select one or more:
A.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Double
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nc
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr-k, 1)), Range(M.Cells(k + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr / (nr - k)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
B.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Double
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nc-1
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr / (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
C.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Integer
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nc
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr / (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
D.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Double
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nc
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr / (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
E.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Integer
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nc
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr / (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
F.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Double
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nc
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2/ (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
G.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Double
Dim v()
ReDim v(1 To nc)
nr = M.Columns.Count
For i = 1 To nc
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr / (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
H.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Double
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nc
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr \ (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
I.
Function CorrelN(M, ByVal nc As Integer) As Double
Dim i As Integer, nr As Long, cr As Double
Dim v()
ReDim v(1 To nc)
nr = M.Rows.Count
For i = 1 To nr
cr = Application.Correl(Range(M.Cells(1, 1), M.Cells(nr - i, 1)), Range(M.Cells(i + 1, 1), M.Cells(nr, 1)))
cr = cr ^ 2
v(i) = cr / (nr - i)
Next
CorrelN = nr * (nr + 2) * Application.Sum(v)
End Function
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