Subsetting array of dates according to recessions in Matlab -

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i subset array of serial numbers representing dates, according recession periods, can calculate mean() on these periods. following example illustrate this:

datearray = transpose((1:20000)+678420); rnddata = normrnd(0.003,0.05,19999,1); cumdata = cumprod([1;rnddata+1]);  data = [datearray cumdata];  load data_recessions.mat %native `econometrics toolbox` dataset % loads 2 column double array of start dates in first column , corresponding end dates in second column.   plot(data(:,1),data(:,2)) set(gca(),'yscale','log'); recessionplot()

enter image description here

i want calculate mean() on grey bars above. dates indicating these periods in recessions array. how do efficiently?

assuming recession dates in 2 column matrix called d

m = arrayfun(@(x)(mean(data(find(data(:,1)==d(x,1)):find(data(:,1)==d(x,2)),2))), 1:size(d,1))

or loop more efficient:

m = nan(size(d,1),1); x = 1:size(d,1)     first = find(data(:,1)==d(x,1))     last = find(data(:,1)==d(x,2))     m(x) = mean(data(first:last, 2)) end

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