stategraphs |

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

Syntax

sspace_name.stategraph(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. |

Other options

p | Print the view. |

Examples

ss1.stategraphs(t=filt)

displays a graph view containing the filtered state values.

Cross-references

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