signalgraphs |

Graph signal series.

Display graphs of a set of signal series computed using the Kalman filter.

Syntax

sspace_name.signalgraphs(options)

Options

t=output_type (default=“pred”) | Defines output type:“pred” (one-step ahead signal predictions), “predse” (RMSE of the one-step ahead signal predictions), “resid” (error in one-step ahead signal predictions), “residse” (RMSE of the one-step ahead signal prediction; same as “predse”), “stdresid” (standardized one-step ahead prediction residual), “smooth” (smoothed signals), “smoothse” (RMSE of the smoothed signals), “disturb” (estimate of the disturbances), “disturbse” (RMSE of the estimate of the disturbances), “stddisturb” (standardized estimate of the disturbances). |

prompt | Force the dialog to appear from within a program. |

Examples

ss1.signalgraphs(t=smooth)

ss1.signalgraphs(t=smoothse)

displays a graph view containing the smoothed signal values, and then displays a graph view containing the root MSE of the smoothed states.

Cross-references

See
“State Space Models and the Kalman Filter” for a discussion of state space models.