Bootstrapping in Excel

J

joshua.davis85

Hey guys,

I'm pretty much brand new to VBA and I'm trying to figure out how to
bootstrap in Excel and run around 10,000 simulations. I'd like to do
it without using @Risk or Monte Carlo.

I have a macro now that essentially simulates one set of data, copies
it into another cell, and repeats a specified amount of times. But
since the end of the macro tells it to rerun the macro, the macro
returns an "out of stack space" error after 188 simulations.

Is there any way to get around this or to run simulations in Excel
without using MC or @Risk?
 
D

david.ritchie.au

Hey guys,

I'm pretty much brand new to VBA and I'm trying to figure out how to
bootstrap in Excel and run around 10,000 simulations. I'd like to do
it without using @Risk or Monte Carlo.

I have a macro now that essentially simulates one set of data, copies
it into another cell, and repeats a specified amount of times. But
since the end of the macro tells it to rerun the macro, the macro
returns an "out of stack space" error after 188 simulations.

Is there any way to get around this or to run simulations in Excel
without using MC or @Risk?

Hi Joshua

Insert a new Module
Insert a procedure: call it DoMacro
Sub DoMacro
Dim iCount as long
For iCount 1 to 10000

Next
 
D

david.ritchie.au

Hey guys,

I'm pretty much brand new to VBA and I'm trying to figure out how to
bootstrap in Excel and run around 10,000 simulations. I'd like to do
it without using @Risk or Monte Carlo.

I have a macro now that essentially simulates one set of data, copies
it into another cell, and repeats a specified amount of times. But
since the end of the macro tells it to rerun the macro, the macro
returns an "out of stack space" error after 188 simulations.

Is there any way to get around this or to run simulations in Excel
without using MC or @Risk?

(let's try that again and don't bash the down arrow just cause iTunes
got stuck...)

Hi Joshua

In the VB editor:
Change your macro "yourMacro" so it doesn't call itself.

Double-click the 'ThisWorkbook' object
Drop the (General) combobox to show 'Workbook'
Drop the Procedure combobox to show 'Open'

Enter this code:

Dim iCount as long
For iCount = 1 to 10000
Call YourMacro
DoEvents
Next

Close and open your workbook to run the new macro

HTH
David
 
J

joshua.davis85

(let's try that again and don't bash the down arrow just cause iTunes
got stuck...)

Hi Joshua

In the VB editor:
Change your macro "yourMacro" so it doesn't call itself.

Double-click the 'ThisWorkbook' object
Drop the (General) combobox to show 'Workbook'
Drop the Procedure combobox to show 'Open'

Enter this code:

Dim iCount as long
For iCount = 1 to 10000
Call YourMacro
DoEvents
Next

Close and open your workbook to run the new macro

HTH
David

Thanks a lot for the help, guys. It works now.
 

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