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Controlchart function with the conditional variance?

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Karim Hasouna
Karim Hasouna 2020 年 9 月 12 日
回答済み: Ayush Gupta 2020 年 9 月 17 日
I am making a time series with the conditional variance and I want to create a plot.
This is my right code.
%% Model chart
v1 = sqrt(sigma2_hat)
ont = ones(1418);
on =fri(1:1418,1);
UCP = on*(1.96)
LCP = on*(-1.96)
qv1 = UCP.*v1
qv2 =LCP.*v1
dates =1:1418;
h1 = plot(dates,y1,'Color','k')
hold on
h2 = plot(dates,qv1,'r--','LineWidth',2)
hold on
h3 = plot(dates,qv2,'r--','LineWidth',2)
title('Conditional Variances');
ylabel('Cond. var.');
Then, I want to determine the values that are out on the Upper and lower limits (red line).
I did this
se =v1
st = controlchart(y1,'charttype','i','nsigma',2,'sigma',v1)
If I use a constant v1 (variance) works but I have a matrix and also my time series is a matrix with the same length.
Then, I should know how many points go beyond limits and create a legend.

回答 (1 件)

Ayush Gupta
Ayush Gupta 2020 年 9 月 17 日
The problem that is arising here is because of the fact the argument given to sigma that is v1 is, it can’t take multiple output. So, a matrix or an array argument to sigma should not be given. A possible workaround here could be to use a for loop and give value of v1 at each iteration. Refer to the following code for the workaround
for i=1:length(v1)
st = controlchart(y1,'charttype','i','nsigma',2,'sigma',v(1))


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