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Grocer >> Printings and graphs > plt_cusum

plt_cusum

plots the results of the cusum test

CALLING SEQUENCE

pltcusum(res,siz,out)

PARAMETERS

Input

* res = the results typed list of function dfbeta

* siz = the chosen size dor the test (0.01, 0.05 or 0.1)

* out = the symobolic name of the file where the results are printed (default: %io(2))

 

Output

* nothing (printed on a graphic window)

DESCRIPTION

Plots the results of the cusum test. 3 sizes are available, governed by the parameter siz.

EXAMPLE

load(GROCERDIR+'/data/bdhenderic.dat') ;
 
// set the estimation bounds
bounds('1964q3','1985q2')
 
// test the stability without printing or plotting the results
 
r=cusumb('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet','lagts(1,lm1-lp-ly)','const','noprint')
// now plot the result
pltcusum(r,0.05)

AUTHOR

Eric Dubois 2002

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