MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes
AbstractMRS2_PLOT(KSI_TT,DATA) generates a figure with two panels visualizing calibration results for a Markov regime-switching (MRS) model with 2 regimes fitted to time series DATA. In the bottom panel probabilities KSI_TT that an observation comes from the spike (i.e. second) regime are plotted. In the top panel the time series is displayed with observations identified as belonging to the spike regime (i.e. having KSI_TT>0.5) marked by red dots. MRS2_PLOT(KSI_TT,DATA,YLAB,XLAB,TIT,POS) allows to specify ylabel (YLAB), xlabel (XLAB), title (TIT) and position of the plot (POS=1 for left panel, POS=2 for right panel and POS=0 for the whole figure).
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Software with number M11004.
Programming language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.9).
Date of creation: 03 Oct 2011
Date of revision:
Markov regime-switching (MRS) model; Sample trajectory; Calibration.; reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rafal Weron).
If references are entirely missing, you can add them using this form.