## matlab - it make me crazy!!

have the following code but can not get the value of the forecast because it tells me I have exceeded the bounds of the array ... can someone help me?

pdf with all the steps that this function should be found is here:

SSRN-An Algorithm Using GARCH Process, Monte-Carlo Simulation and Wavelets Analysis for Stock Prediction by Eleftherios Giovanis

clc, clear, close all;
load ( 'c: \ file.mat', '-mat');
% T is the number of the days
T = length (data);
% We consider a random permutation of days
ord = randperm (T);
% We consider half-days of our first data for simulation
FirstSample = (T / 2);
% We consider the remaining days for second simulation
secondsample = T-(FirstSample);
% From FirstSample days we consider 10 randomly selected date
firstPoint = 10;
% From secondsample days we consider 10 randomly selected date
secondpoint = 10;
% We consider the simulation parameters
N = 32;% length of input data
M = 1,% length of the predicted date
% We decompose our data with function db3
[DD] = dwt (data (1: FirstSample), 'db3');
% We define GARCH (1,1) process
[Kappa, Alpha, Beta] = ugarch (dd, 1, 1)
% We Set the random number generator seed for reproducability
randn ( 'seed', 10)
NumSamples = FirstSample;
% We simulated the process with Monte Carlo
[U, H] = ugarchsim (Kappa, Alpha, Beta, NumSamples);
% Length of vector
V = 1;
% From current day we extract randomly selected date firstPoint
currentprice = randperm (V + N-M);
currentprice = currentprice + N;
for j = 1: firstPoint
Y1 = currentprice (j);
Y0 = Y1-N +1;
p = U (Y0: Y1);
p = p (;
Y (1, = p (1,;
pred = U (Y1 +1: Y1 + M);
end
% We decompose our data with function db3
[DD1] = dwt (date (FirstSample +1: + FirstSample secondsample), 'db3')
% We define GARCH (1,1) process
[Kappa, Alpha, Beta] = ugarch (dd1, 1, 1)
% We Set the random number generator seed for reproducability
randn ( 'seed', 10)
NumSamples = secondsample;
% We simulated the process with Monte Carlo
[J, H] = ugarchsim (Kappa, Alpha, Beta, NumSamples);
V = 1;
% From current day we extract randomly selected date secondpoint
currentprice = randperm (V + N-M);
currentprice = currentprice + N;
for j = 1: secondpoint
W1 = currentprice (j);
W0 = W1-N +1;
p = J (W0: W1);
p = p (;
W (1, = p (1,;
pred = J (W1 +1: W1 + M);
end

can someone help me to traslate it into a function??

thanks a lot