Controlchart function with the conditional variance?

1 次查看（过去 30 天）
Karim Hasouna
Karim Hasouna 2020-9-12
回答： Ayush Gupta 2020-9-17
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;
figure;
subplot(1,1,1)
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.');
xlabel('Period');
%
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.
Thanks.

请先登录，再回答此问题。

回答（1 个）

Ayush Gupta
Ayush Gupta 2020-9-17
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))
end

类别

在 Help Center 和 File Exchange 中查找有关 Annotations 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by