diff --git a/arfit.m b/arfit.m
index 9ca2b7a8373790c9f75e3bcb02b43ee9dd8fbf4d..7ae7e616837428a2bddafa2966565d5875f70d76 100644
--- a/arfit.m
+++ b/arfit.m
@@ -23,7 +23,7 @@ function varargout=arfit(varargin)
% end
% arfit(x,10)
-% Copyright (c) 2002-2006 by AMRON
+% Copyright (c) 2002-2007 by AMRON
% Norbert Marwan, Potsdam University, Germany
% http://www.agnld.uni-potsdam.de
%
@@ -31,6 +31,9 @@ function varargout=arfit(varargin)
% $Revision$
%
% $Log$
+% Revision 2.5 2006/02/14 11:45:49 marwan
+% *** empty log message ***
+%
% Revision 2.4 2005/03/16 11:19:02 marwan
% help text modified
%
@@ -211,7 +214,7 @@ switch(action)
'Tag','text',...
'String','Uni Potsdam',...
'Position',[66 2 22 3.5714]);
- h2=textwrap(h,{[char(169),' AGNLD'],'University of Potsdam','2002-2006'});
+ h2=textwrap(h,{[char(169),' AGNLD'],'University of Potsdam','2002-2007'});
set(h,'String',h2)
%%%%% data and model axes
@@ -251,7 +254,7 @@ switch(action)
set(h,'Position',[66.3333 25.1429-.33 pos(3) pos(4)])
h=axes('NextPlot','add');
for k=1:5,
- h2=plot(0,0,'Tag',['criteria_line',num2str(k)],'Visible','off',props.criteria_line(k));
+ h2=plot(0,0,'Tag',['criteria_line',num2str(k)],'Visible','off',props.criteria_line(k));
end
set(h,props.axes,...
'Tag','criteria_axes',...
@@ -435,8 +438,9 @@ switch(action)
case 'criteria'
set(h_fig,'CurrentAxes',h_criteria_axes)
- h=findobj('Tag','significance_line','Parent',h_criteria_axes);
+ h=findobj('Tag','significance_line1','Parent',h_criteria_axes);
signif=get(h,'UserData');
+
for k=1:length(noshow_crit)
h=findobj('Tag',['criteria_line',num2str(noshow_crit(k))],'Parent',h_criteria_axes);
if ~isempty(h)
@@ -447,7 +451,8 @@ switch(action)
for k=1:length(show_crit)
h=findobj('Tag',['criteria_line',num2str(show_crit(k))],'Parent',h_criteria_axes);
if isempty(h)
- h=plot(1:maxm,crit(:,show_crit(k)));
+ h=plot(1:maxm,crit(:,show_crit(k)), 'Tag',['criteria_line',num2str(show_crit(k))]);
+
set(h,'Parent',h_criteria_axes,'Tag','criteria_line',props.criteria_line(k),'Visible','On')
set(h_criteria_axes,props.axes,...
'YTickLabel',[],...
@@ -461,19 +466,44 @@ switch(action)
end
end
- h=findobj('Tag','significance_line','Parent',h_criteria_axes);
+ % significance line for PACF
+ h=findobj('Tag','significance_line1','Parent',h_criteria_axes);
+ if isempty(h)
+ h=line([1 maxm],[signif(1) signif(1)])
+ set(h,props.criteria_line(6),...
+ 'Parent',h_criteria_axes,...
+ 'LineWidth',2,...
+ 'Tag','significance_line1',...
+ 'Color', props.criteria_line(2).Color, ...
+ 'Visible','Off')
+ else
+ set(h,'YData',[signif(1) signif(1)],...
+ 'XData',[1 maxm],...
+ 'Visible','Off')
+ end
+
+ if strcmpi(get(findobj('Tag','criteria_line2','Parent',h_criteria_axes),'Visible'),'on')
+ set(h,'Visible','On')
+ else
+ set(h,'Visible','Off')
+ end
+
+ % significance line for Q criterion
+ h=findobj('Tag','significance_line2','Parent',h_criteria_axes);
if isempty(h)
- h=line([1 maxm],[signif signif]);
+ h=line([1 maxm],[signif(2) signif(2)]);
set(h,props.criteria_line(6),...
'Parent',h_criteria_axes,...
- 'LineWidth',2,...
- 'Tag','significance_line',...
+ 'LineWidth',2,...
+ 'Color', props.criteria_line(5).Color, ...
+ 'Tag','significance_line2',...
'Visible','Off')
else
- set(h,'YData',[signif signif],...
+ set(h,'YData',[signif(2) signif(2)],...
'XData',[1 maxm],...
'Visible','Off')
end
+
if strcmpi(get(findobj('Tag','criteria_line5','Parent',h_criteria_axes),'Visible'),'on')
set(h,'Visible','On')
else
@@ -548,7 +578,8 @@ switch(action)
% varianz
for p=1:maxm;
l=1:p;
- V(p)=C(1)-sum(a(p+1,l+1).*C(l+1));
+% V(p)=C(1)-sum(a(p+1,l+1).*C(l+1));
+ V(p)=C(1)-sum(a(p+1,l+1).^l .*C(l+1));
end
% criterias: 1 - residues variance
@@ -566,23 +597,27 @@ switch(action)
y=filter([0 a(m+1,(1:m)+1)],1,x);
epsilon=(x-y);
epsilon_mean=mean(epsilon(m:end));
-% sigma=sum(epsilon.^2)/(N);
sigma=var(epsilon);
-% sigma=mean((x-mean(x)).*(y-mean(y)).^2);
clear rho
for k=1:25;
i=m+1:N-k-1;
rho(k)=sum((epsilon(i+1)-epsilon_mean).*(epsilon(i+k+1)-epsilon_mean))/sum((epsilon(i+1)-epsilon_mean).^2);
end
- crit(m,1)=sigma;
- crit(m,2)=a(m+1,m+1);
- crit(m,3)=log(sigma)+2*(m+1)/(N);
- crit(m,4)=log(sigma)+(m+1)*log(N)/(N);
+ crit(m,1)=sigma; % Variance of the residues
+ crit(m,2)=abs(a(m+1,m+1)); % PACF
+ crit(m,3)=log(sigma)+2*(m)/(N); % AIC
+ crit(m,4)=log(sigma)+(m)*log(N)/(N); % BIC
% crit(m,5)=log(sigma)+2*(m+1)*5*log(log(N-m))/(N-m);
crit(m,5)=N*sum(rho.^2);
+
end
- signif=30/(max(crit(:,5))-min(crit(:,5))); % significance level for the Q criterion
+% signif(1)=1.96 * std(diag(a(2:end,2:end))) / (max(crit(:,2))-min(crit(:,2))); % significance level for the PACF criterion
+ signif(1)=1.96 * sqrt(1/N) / (max(crit(:,2))-min(crit(:,2))); % significance level for the PACF criterion
+ signif(2)=30/(max(crit(:,5))-min(crit(:,5))); % significance level for the Q criterion
+
for k=1:size(crit,2);crit(:,k)=(crit(:,k)-min(crit(:,k)))/(max(crit(:,k))-min(crit(:,k)));end
+
+
y=make_model(a(2:end,2:end),V,in_m,N);
%%%% graphical output
@@ -633,18 +668,44 @@ switch(action)
'XData',[1:size(crit,1)],...
'Visible','On')
end
+ end
+
+ % significance line for PACF criterion
+ h=findobj('Tag','significance_line1','Parent',h_criteria_axes);
+ if isempty(h)
+ h=line([1 maxm],[signif(1) signif(1)]);
+ set(h,props.criteria_line(6),...
+ 'Parent',h_criteria_axes,...
+ 'Tag','significance_line1',...
+ 'Color', props.criteria_line(2).Color, ...
+ 'UserData',signif,...
+ 'LineWidth',2,...
+ 'Visible','Off')
+ else
+ set(h,'YData',[signif(1) signif(1)],...
+ 'XData',[1 maxm],...
+ 'UserData',signif,...
+ 'Visible','Off')
end
- h=findobj('Tag','significance_line','Parent',h_criteria_axes);
+ if strcmpi(get(findobj('Tag','criteria_line2','Parent',h_criteria_axes),'Visible'),'on')
+ set(h,'Visible','On')
+ else
+ set(h,'Visible','Off')
+ end
+
+ % significance line for Q criterion
+ h=findobj('Tag','significance_line2','Parent',h_criteria_axes);
if isempty(h)
- h=line([1 maxm],[signif signif]);
+ h=line([1 maxm],[signif(2) signif(2)]);
set(h,props.criteria_line(6),...
'Parent',h_criteria_axes,...
- 'Tag','significance_line',...
- 'UserData',signif,...
- 'LineWidth',2,...
+ 'Tag','significance_line2',...
+ 'UserData',signif,...
+ 'Color', props.criteria_line(5).Color, ...
+ 'LineWidth',2,...
'Visible','Off')
else
- set(h,'YData',[signif signif],...
+ set(h,'YData',[signif(2) signif(2)],...
'XData',[1 maxm],...
'UserData',signif,...
'Visible','Off')
@@ -654,11 +715,12 @@ switch(action)
else
set(h,'Visible','Off')
end
+
set(h_criteria_axes,props.axes,...
- 'Tag','criteria_axes',...
+ 'Tag','criteria_axes',...
'YTickLabel',[],...
- 'Xlim',[1 maxm],...
- 'Ylim',[0 1],...
+ 'Xlim',[1 maxm],...
+ 'Ylim',[0 1],...
'UserData',crit,...
'Units','Norm',...
'NextPlot','add')