Fix plots for Recursive Forecasting and save them to graphs subfolder.
parent
79748dd150
commit
3347352a45
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@ -86,7 +86,8 @@ if nnobs > 1 && horizon > 0
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mh_replic = options_.mh_replic;
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rawdata = read_variables(options_.datafile,options_.varobs,[],options_.xls_sheet,options_.xls_range);
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gend = options_.nobs;
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rawdata = rawdata(options_.first_obs:options_.first_obs+gend-1,:);
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data_plot_end_point=min(options_.first_obs+gend-1+horizon,size(rawdata,1)); %compute last observation that can be plotted
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rawdata = rawdata(options_.first_obs:data_plot_end_point,:);
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% Take the log of the variables if needed
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if options_.loglinear && ~options_.logdata % and if the data are not in logs, then...
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rawdata = log(rawdata);
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@ -115,34 +116,32 @@ if nnobs > 1 && horizon > 0
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IdObs = zeros(n_varobs,1);
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for j=1:n_varobs
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for i=1:nvar
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iobs = strmatch(options_.varobs(j,:),var_list,'exact');
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end
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iobs = strmatch(options_.varobs(j,:),var_list,'exact');
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if ~isempty(iobs)
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IdObs(j,1) = iobs;
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end
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end
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k = 3+min(nobs(end)-nobs(1)+horizon, ...
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time_offset=min(3,gend-1); %for observables, plot 3 previous periods unless data is shorter
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k = time_offset+min(nobs(end)-nobs(1)+horizon, ...
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size(rawdata,1)-nobs(1));
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data2 = rawdata(end-k+1:end,:);
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[nbplt,nr,nc,lr,lc,nstar] = pltorg(nvar);
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m = 1;
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plot_index=0;
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OutputDirectoryName = CheckPath('graphs',M_.fname);
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for i = 1:size(var_list,1)
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if mod(i,nstar) == 1
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hfig = dyn_figure(options_,'Name','Out of sample forecasts');
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plot_index=plot_index+1;
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hfig = dyn_figure(options_,'Name',['Out of sample forecasts (',num2str(plot_index),')']);
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m = 1;
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end
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subplot(nr,nc,m)
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hold on
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if any(i==IdObs)
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k2 = find(i==IdObs);
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if options_.loglinear == 1
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plot(1:k,exp(data2(end-k+1:end,k2))','-k','linewidth',2);
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else
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plot(1:k,data2(end-k+1:end,k2)','-k','linewidth',2);
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end
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offsetx = 3;
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plot(nobs(1)-offsetx+1:nobs(1)-offsetx+k,data2(end-k+1:end,k2)','-k','linewidth',2);
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else
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offsetx = 0;
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end
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@ -176,7 +175,8 @@ if nnobs > 1 && horizon > 0
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'oo_recursive_{' int2str(nobs(j)) '}.forecast.HPDsup.' ...
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vname ';']);
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end
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x = offsetx+nobs(j)-nobs(1)+(1:horizon);
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x = nobs(1)+nobs(j)-nobs(1)+(1:horizon);
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y = eval(['oo_.RecursiveForecast.Mean.' vname '(j,:)']);
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y1 = eval(['oo_.RecursiveForecast.HPDinf.' vname '(j,:)']);
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y2 = eval(['oo_.RecursiveForecast.HPDsup.' vname '(j,:)']);
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@ -194,15 +194,13 @@ if nnobs > 1 && horizon > 0
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plot(x,y4,'--r','linewidth',1.5)
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end
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end
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% set(gca,'XTick',offsetx+[1 10 20 30 40 50 60 70 80 90]);
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% set(gca,'XTickLabel',{'1';'10';'20';'30';'40';'50';'60';'70';'80';'90'});
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% xlim([1 options_.forecast+10]);
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if any(k==IdObs)
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plot([offsetx+1 offsetx+1],ylim,'-c')
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end
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box on
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title(vname,'Interpreter','none')
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hold off
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xlim([nobs(1)-offsetx nobs(end)+horizon])
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m = m + 1;
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if mod(i+1,nstar) == 1 || i ==size(var_list,1)
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dyn_saveas(hfig,[M_.fname,filesep,'graphs',filesep M_.fname '_RecursiveForecasts_' int2str(plot_index)],options_);
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end
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end
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end
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