在Matlab中对CAPM模型的估计实现

主要是在Matlab中对CAPM 资本资产定价模型进行估计，从而有助于检验CAPM 模型在股票市场的有效性进行分析。

X=[9.33	9.14	9.19	9.14	9.2	9.29	9.41	9.39	9.4	9.23	9.18	9.12	9.07	9.16	9.34	9.22	9.23	9.12	9.19	9.29	9.17	9.18	9.29	9.54	9.5	9.6	9.59	9.52	9.26	9.49	9.39	9.29	9.01	8.83	8.85	8.94	8.91	8.85	8.87	8.7	8.8	8.73	8.44	8.46	8.56	8.84	8.99	8.99	8.89	9.05	8.99	9.89	9.8	9.75	9.58	9.69	9.67	9.72	9.73	9.94	9.67	9.73	10.14	10.1	10.23	10.25	10.12	9.85	9.9	9.76	9.78	9.71	9.9	9.88	9.87	9.84	9.67	9.8	9.77	9.74	9.7	9.66	9.75	9.76	9.93	9.9	9.81	9.73	9.75	9.52	9.55	9.6	9.6	9.7	9.74	9.66	9.68	9.62	9.57	9.54	9.45	9.62	9.51	9.54	9.63	9.59	9.54	9.73	9.81	9.73	9.73	9.64	9.7	9.66	9.04	8.98	8.99	8.97	9.05	9.06	9.06	9.07	9.07	9.05	9.05	8.92	8.92	8.94	9	9.01	9.02	8.99	9.02	8.98	9.06	9.08	9.32	9.39	9.76	9.78	9.71	9.8	9.76	9.92	9.87	9.74	9.56	9.54	9.7	9.64	9.61	9.6	9.68	9.72	9.71	9.64	9.5	9.54	9.44	9.46	9.45	9.36	9.47	9.49	9.6	9.68	9.71	9.74	9.7	9.59	9.6	9.6	9.6	9.62	9.57	9.73	9.85	9.61	9.63	9.76	9.71	9.72
   2321.98	2290.78	2238.64	2238	2241.91	2222.22	2204.85	2193.68	2212.85	2208.94	2211.84	2178.49	2165.99	2187.41	2243.8	2231.89	2245.68	2215.92	2219.86	2227.78	2202.45	2212.48	2267.53	2285.56	2291.25	2279.55	2295.57	2311.65	2282.44	2308.66	2287.44	2264.29	2214.51	2157.91	2163.41	2154.11	2178.97	2190.37	2184.27	2163.98	2173.63	2168.36	2097.79	2108.66	2114.13	2140.33	2122.84	2143.04	2138.13	2120.87	2086.97	2158.8	2176.55	2174.44	2171.05	2155.71	2151.97	2146.3	2163.11	2180.73	2165.01	2185.47	2237.32	2238.62	2273.76	2270.67	2268.61	2229.46	2232.53	2224.8	2224.48	2187.25	2196.8	2194.67	2190.47	2167.83	2134.97	2158.47	2158.66	2156.47	2157.33	2137.32	2135.5	2133.91	2180.05	2174.85	2172.37	2144.08	2145.95	2115.14	2115.77	2135.91	2130.87	2148.41	2155.98	2147.28	2169.35	2155.16	2156.46	2149.92	2128.27	2150.6	2134.72	2134.28	2161.27	2160.77	2153.41	2176.24	2191.86	2169.67	2160.24	2126.91	2136.73	2134.11	2144.82	2133.37	2149.08	2150.26	2165.12	2164.56	2170.87	2180.19	2178.7	2176.29	2180.47	2148.71	2142.85	2148.01	2171.76	2174.98	2170.87	2157.07	2164.14	2166.3	2192.7	2197.83	2237.01	2260.45	2323.9	2331.37	2322.01	2350.25	2329.4	2375.62	2369.35	2363.22	2327.46	2331.13	2365.35	2357.05	2358.9	2335.95	2360.64	2374.56	2374.77	2366.14	2354.24	2365.36	2342.86	2324.09	2327.59	2311.28	2338.29	2355.32	2386.46	2408.84	2426.22	2449.26	2445.22	2432.43	2423.45	2438.36	2437.19	2388.76	2401.33	2408.66	2425.21	2378.92	2399.46	2441.86	2436.97	2437.2];
a=X（1:）;b=X（2:）/100;
plot（a‘r‘）;
hold on
plot（b‘--b‘）;
hold off;
Y=[-1.06	-2.04	0.55	-0.54	0.66	0.98	1.29	-0.21	0.11	-1.81	-0.54	-0.65	-0.55	0.99	1.97	-1.28	0.11	-1.19	0.77	1.09	-1.29	0.11	1.2	2.69	-0.42	1.05	-0.1	-0.73	-2.73	2.48	-1.05	-1.06	-3.01	-2	0.23	1.02	-0.34	-0.67	0.23	-1.92	1.15	-0.8	-3.32	0.24	1.18	3.27	1.7	1	-1.11	1.8	-0.66	10.01	-0.91	-0.51	-1.74	1.15	-0.21	0.52	0.1	2.16	-2.72	0.62	4.21	-0.39	1.29	0.2	-1.27	-2.67	0.51	-1.41	0.2	-0.72	1.96	-0.2	-0.1	-0.3	-1.73	1.34	-0.31	-0.31	-0.41	-0.41	0.93	0.1	1.74	-0.3	-0.91	-0.82	0.21	-2.36	0.32	0.52	0	1.04	0.41	-0.82	0.21	-0.62	-0.52	-0.31	-0.94	1.8	-1.14	0.32	0.94	-0.42	-0.52	1.99	0.82	-0.82	0	-

 属性            大小     日期    时间   名称
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     文件       4652  2014-10-31 20:34  project1-2.m

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