Plotting a simulated forecast?!
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Hey,
I am pretty new to Matlab and therefore, I am still struggling with some basic stuff. Anyway, I am working on a forecast of a FTS, and want to plot the simulated forecast. Actually, I'd like to combine the forecasted data with the original dataset.
Here's my forecast and simulation function. How can I plot them? the dataset is called "price".
% Forecasting
horizon = 100
[sigmaForecast,meanForecast,sigmaTotal,meanRMSE] = ...
garchpred(coeff,price,horizon);
% Monte Carlo Simulation
nPaths = 100;
[eSim,sSim,ySim] = garchsim(coeff,horizon,nPaths, ...
[],[],[],eFit,sFit,price);
Many thanks Patrick
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Oleg Komarov
2011-5-30
You can plot the price against the forecast:
plot(1:100,price)
hold on
plot(1:100,meanForecast,'or')
Or you can plot the average of the simulations against the price:
plot(1:100,price)
hold on
plot(1:100,mean(ySim,2),'or')
All of that assuming price is a single vector.
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