MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes
MRS3_PLOT(KSI_TT,DATA) generates a figure with three panels visualizing calibration results for a Markov regime-switching (MRS) model with 3 regimes fitted to time series DATA. In the middle and bottom panels probabilities KSI_TT that an observation comes from the spike (i.e. second) or the drop (i.e. third) regimes, respectively, 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(:,2)>0.5) marked by red dots and with observations identified as belonging to the drop regime (i.e. having KSI_TT(:,3)>0.5) marked by black x's. MRS3_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).
|Requires:||MATLAB (tested on MATLAB ver. 7.9).|
|Date of creation:||10 Oct 2011|
|Date of revision:|
|Contact details of provider:|| Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw|
Web page: http://prac.im.pwr.wroc.pl/~hugo
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:wuu:hscode:m11009. See general 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.