plot kalman smoother output vectors with confidence interval!!!!
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i have a smoothed vector theta(16,T), where T refere to nomber of years . & i would like to plot a row from this vector using a confidence interval of 95%.. my state space model is :
%% yt= Zt*theta(t) + e(t)
%% theta(t)= theta(t-1) + v(t)
how can i visualize confidence interval with my states vectors in a plot
thx for help :)
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John Petersen
2012 年 11 月 21 日
upper = theta*1.05;
lower = theta*0.95;
plot(t,lower,t,theta,t,upper);
2 件のコメント
John Petersen
2012 年 11 月 28 日
You can't use '-' as a character in a variable name. Matlab sees it as a minus sign. Also keep in mind that t, theta, and var_cov must be the same dimension.
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