Plots a vector autoregressive moving average (VARMA) model (A.I. Glaser).
Options
TIMEPOINTS = variate |
X-coordinates for the graphs; default uses the integers 1, 2… |
|---|---|
TITLE = texts |
Overall title for the graphs |
YTITLE = texts |
Titles for the y-axes; default * forms titles automatically from the identifiers or labels of the y-variables |
XTITLE = texts |
Title for the x-axis in each set of graphs; default * uses the identifier of TIMEPOINTS (if set) |
NROWS = scalar |
Specifies the number of rows of graphs to appear on the graphics screen; default * takes the number of y-variables |
NCOLUMNS = scalar |
Specifies the number of columns of graphs to appear on the graphics screen; default 1 |
Parameter
SAVE = pointers |
Save structure from TVARMA with information about the analysis; default plots information from the most recent TVARMA analysis |
|---|
Description
TVGRAPH plots results from an analysis by the TVARMA procedure. By default this will be from the most recent analysis, but you can use the SAVE parameter to supply results from an earlier analysis (saved using the SAVE parameter of TVARMA).
The TIMEPOINTS option supplies the time points. If this is not set (or if there are at most only two unique values), TVGRAPH uses the integers 1 … n, where n is the number of time points in the analysis.
You can use the TITLE option to supply a title for the graphs. If TITLE is not set, no title is displayed.
The YTITLE option supplies a title for the y-axes; this must be set either to a text with a value for each y-variable, or one with a single value (which will then be used for all of them). You can set YTITLE='' to stop a title appearing on the y-axes. If YTITLE is not set, TVGRAPH forms the titles automatically from the identifiers of the series in the TVARMA analysis.
The XTITLE option supplies a title for the x-axes; this must be set to a text with a single value. If XTITLE is not set, TVGRAPH uses the identifier of the TIMEPOINTS option (if specified).
By default, the graphs are plotted in a single column, but this can be altered by using NROWS and NCOLUMNS options to specify the required number of rows and columns respectively. The graphs will be spread over several screens if the values supplied for NROWS and NCOLUMNS, are too small to include all the graphs on a single screen.
Options: TIMEPOINTS, TITLE, YTITLE, XTITLE, NROWS, NCOLUMNS.
Parameter: SAVE.
Action with RESTRICT
DATA variates must not be restricted.
See also
Procedures: TVARMA, TVFORECAST.
Commands for: Time series, Graphics.
Example
CAPTION 'TVGRAPH example',\
'NAG example for G13DCF and G13DSF.'; STYLE=meta,plain
VARIATE [NVALUES=48] C1
READ C1
-1.49 -1.62 5.2 6.23 6.21 5.86 4.09 3.18 2.62 1.49 1.17 0.85 -0.35 0.24 2.44
2.58 2.04 0.4 2.26 3.34 5.09 5 4.78 4.11 3.45 1.65 1.29 4.09 6.32 7.5 3.89
1.58 5.21 5.25 4.93 7.38 5.87 5.81 9.68 9.07 7.29 7.84 7.55 7.32 7.97 7.76 7
8.35 :
VARIATE [NVALUES=48] C2
READ C2
7.34 6.35 6.96 8.54 6.62 4.97 4.55 4.81 4.75 4.76 10.88 10.01 11.62 10.36
6.4 6.24 7.93 4.04 3.73 5.6 5.35 6.81 8.27 7.68 6.65 6.08 10.25 9.14 17.75
13.3 9.63 6.8 4.08 5.06 4.94 6.65 7.94 10.76 11.89 5.85 9.01 7.5 10.02 10.38
8.15 8.37 10.73 12.14 :
" Set values of fixed AR parameters "
MATRIX [ROWS=2; COLUMNS=2] armatrix
CALCULATE armatrix$[2;1] = 0
POINTER [NVALUES=4] arset
CALCULATE arset[1] = armatrix
TVARMA [ARMA=!(1,0); ARFIXED=arset; NCROSS=10] !P(C1,C2)
TVGRAPH