Vector and MonteCarlo Simulation
Posted: Mon Sep 29, 2014 9:45 pm
I am running following program from a book.
Can you kindly suggest me how to run and solve this problem?
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workfile monte u100
!series=5
! draws=100
vector(!draws)montevec=0
--- I had an error message in this place/ !draws is not defined.
for !n=1 to !draws --- this also has some problem.
smpl 1 !series
series x=2+2*nrd
series y=x^2
montevec(!n)=@mean(x)/@mean(y)
next
series momentser=0
mtos(montevec, momentser)
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thank you very much!
Can you kindly suggest me how to run and solve this problem?
------------------------------------------
workfile monte u100
!series=5
! draws=100
vector(!draws)montevec=0
--- I had an error message in this place/ !draws is not defined.
for !n=1 to !draws --- this also has some problem.
smpl 1 !series
series x=2+2*nrd
series y=x^2
montevec(!n)=@mean(x)/@mean(y)
next
series momentser=0
mtos(montevec, momentser)
----------------------------------------------
thank you very much!