Plots vector time series (A.I. Glaser).
Options
TIMEPOINTS = variate |
X-coordinates for the graphs; default uses the integers 1, 2… |
|---|---|
TITLE = texts |
Overall title for the graphs |
YTITLE = texts |
Titles for the y-axes; default * forms titles automatically from the identifiers or labels of the y-variables |
XTITLE = texts |
Title for the x-axis in each set of graphs; default * uses the identifier of TIMEPOINTS (if set) |
NROWS = scalar |
Specifies the number of rows of graphs to appear on the graphics screen; default * takes the number of y-variables |
NCOLUMNS = scalar |
Specifies the number of columns of graphs to appear on the graphics screen; default 1 |
Parameter
SAVE = pointers |
Save structure from KALMAN with information about the analysis; default plots information from the most recent KALMAN analysis |
|---|
Description
DKALMAN plots results from an analysis by the KALMAN procedure. By default this will be from the most recent analysis, but you can use the SAVE parameter to supply results from an earlier analysis (saved using the SAVE parameter of KALMAN).
The TIMEPOINTS option supplies the time points. If this is not set (or if there are at most only two unique values), DKALMAN uses the integers 1 … n, where n is the number of time points in the analysis.
You can use the TITLE option to supply a title for the graphs. If TITLE is not set, no title is displayed.
The YTITLE option supplies a title for the y-axes; this must be set either to a text with a value for each y-variable, or one with a single value (which will then be used for all of them). You can set YTITLE='' to stop a title appearing on the y-axes. If YTITLE is not set, DKALMAN forms the titles automatically. If the Y parameter of KALMAN was set to a matrix, DKALMAN uses the column labels if available, or otherwise the column numbers. If Y was set to a pointer of variates, DKALMAN uses the identifiers of the variates if these exist outside the pointer. For example if the pointer contains variates Loss and Profit, then those identifiers will be used. If the variates have no identifiers of their own, but exist only as suffixed identifiers (e.g. Income[2010] and Income[2011] or Income['Dollar'] and Income['Euro']), then it uses the pointer suffixes (e.g. 2010 and 2011) or, if available, the labels (e.g. 'Dollar' and 'Euro').
The XTITLE option supplies a title for the x-axes; this must be set to a text with a single value. If XTITLE is not set, DKALMAN uses the identifier of the TIMEPOINTS option (if specified).
By default, the graphs are plotted in a single column, but this can be altered by using NROWS and NCOLUMNS options to specify the required number of rows and columns respectively. The graphs will be spread over several screens if the values supplied for NROWS and NCOLUMNS, are too small to include all the graphs on a single screen.
Options: TIMEPOINTS, TITLE, YTITLE, XTITLE, NROWS, NCOLUMNS.
Parameter: SAVE.
Action with RESTRICT
DATA variates must not be restricted.
See also
Procedure: KALMAN.
Commands for: Time series, Graphics.
Example
CAPTION 'KALMAN example',\
!t('Annual flow of the river Nile at Ashwan 1871-1970. See Durbin &',\
'Koopman (2001, Time Series Analysis by State Space',\
'Methods, Oxford University Press).'); STYLE=meta,plain
VARIATE [VALUES=1871...1970] Year
VARIATE Nile
READ Nile
1120 1160 963 1210 1160 1160 813 1230 1370 1140 995 935 1110 994 1020
960 1180 799 958 1140 1100 1210 1150 1250 1260 1220 1030 1100 774 840
874 694 940 833 701 916 692 1020 1050 969 831 726 456 824 702
1120 1100 832 764 821 768 845 864 862 698 845 744 796 1040 759
781 865 845 944 984 897 822 1010 771 676 649 846 812 742 801
1040 860 874 848 890 744 749 838 1050 918 986 797 923 975 815
1020 906 901 1170 912 746 919 718 714 740 :
" Random walk plus noise model "
SCALAR ytrans,yvcov,xstatetrans,xvcov; VALUE=1,0.8,1,0.1
SCALAR m0,p0; VALUE=1,100
KALMAN [PRINT=*] Y=Nile; YTRANSITIONMATRIX=1; YVCOVARIANCE=0.8;\
XSTATETRANSITIONMATRIX=1; XVCOVARIANCE=0.1;\
MEANINITIAL=0; VARINITIAL=100
DKALMAN [TIME=Year]