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plttvp

plots tvp results

CALLING SEQUENCE

plttvp(res)

PARAMETERS

Input

* res = the results typed list of a tvp regression

 

Output

* nothing (printed on a graphic window)

DESCRIPTION

Plots the coefficients of a time-varying regression.

EXAMPLE

load(GROCERDIR+'/data/cousa.dat')
 
bounds();
rols=ols('con','inc','cte')
b=rols('beta')
sigu=sqrt(rols('sigu'))
disp('like ols:')
disp(rols('llike'))
timer();
res=tvp('con','inc','cte','R=sigu','Q=0.1*eye(2,2)','priorb0=b','priorv0=100000*eye(2,2)','tvpmeth=1','optmeth=optim','noprint')
plttvp(res)

AUTHOR

Eric Dubois 2002

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