Introduction to MATLAB: Graphics

Transcription

1 Introduction to MATLAB: Graphics Eduardo Rossi University of Pavia September 2014 Rossi Introduction to MATLAB Financial Econometrics / 14

2 2-D Plot The command plot provides the most used typology of graph. It basically plots one or more series in a 2-D Cartesian space. In particular, it can be used to plot the dynamics of one or more time series (the x-axis is the time), to plot a variable as a function of an other variable or to plot functions. For example, the commands: x=[-2:0.1:2]; y1=x.^2; y2=x.^3; plot(x,y1, rs-,x,y2, bd: ); xlabel( x ); ylabel( f(x) ); title( Plot of two functions of x ); legend( f(x)=x^2, f(x)=x^3 ); Rossi Introduction to MATLAB Financial Econometrics / 14

3 Plot Basic Options xlabel, ylabel and zlabel produce labels on the x, y and z axes respectively; legend: Inserts the legend in the figure, each entry separated by a comma; title: places the title on the top of the figure; axis: sets the axis limits. The format is axis([xlow xhigh ylow yhigh (zlow) (zhigh)]) Rossi Introduction to MATLAB Financial Econometrics / 14

4 Line Options The settings of the lines can be modified with the following instructions: Color b blue; g green; r red; c cyan; m magenta; y yellow; k black; Line - solid : dotted -. dashdot dashed Rossi Introduction to MATLAB Financial Econometrics / 14

5 Line Options Shape o circle x x-mark + plus * star s square d diamond v triangle (down) triangle (up) < triangle (left) > triangle (right) p pentagram h hexagram Rossi Introduction to MATLAB Financial Econometrics / 14

6 Plotting time series When plotting a time series the graph must have dates on the x-axis. This can be done in several ways. An example, compare: load GE_1990_2014; plot(date,adjclose); with load GE_1990_2014; plot(date,adjclose); xlabel( Date ); ylabel( Adjusted Close ); title( Daily Closing Price of GE ); datetick( x, yyyy ); Rossi Introduction to MATLAB Financial Econometrics / 14

7 Plotting two time series on the same graph Suppose that you want to plot on the same graph two time series with different scales. Then you can use the command plotyy. An example: load GE_1990_2014; [H1]=plot(Date(2:end),AdjClose(2:end)); recessionplot hold on; [AX,H1,H2]=plotyy(Date(2:end),AdjClose(2:end),Date(2:end),diff(log(AdjClose)).^2); xlabel( Date ); ylabel( Adjusted Close and Squared Returns ); title( Daily Closing Price and Squared Returns of GE ); set(h1, LineStyle, - ); set(h2, LineStyle, -- ); datetick(ax(1), x, yyyy ); datetick(ax(2), x, yyyy ); Rossi Introduction to MATLAB Financial Econometrics / 14

8 Candle Stick You can plot Japanese candlesticks to plot information regarding trends in prices. The command is candle. load GE_1990_2014; Start=find(Date==datenum( 15-Sep-2008 )); End=find(Date==datenum( 15-Oct-2008 )); candle(high(start:end),low(start:end),... Open(Start:End),... Close(Start:End),... [],Date(Start:End), dd/mm ); grid on title( CandleStick of GE from 15/09/2008 to 15/10/2008 ); Rossi Introduction to MATLAB Financial Econometrics / 14

9 Other Other commands to generate useful plots are: pie: creates a pie diagram; stairs: Uses step method (instead of interpolation) to connect points; bar: produces a bar plot; area: produces a coloured area plot; contour: plots a set of lines on a 2-D dimension from a surface. Rossi Introduction to MATLAB Financial Econometrics / 14

10 Statistical These commands generate statistical plots: scatter: Produces a scatter plot (points are default) hist: generate an histogram; ksdensity: generate values for the kernel density (needs the command plot to show the output) autocorr: plots the autocorrelation function of the input. errorbar: plots a line surrounded by error bars. Rossi Introduction to MATLAB Financial Econometrics / 14

11 3-D Plot Two commands are usually employed in MATLAB to deal with 3D plotting: plot3 and surf. Plot3: It is basically the same as the bi-dimensional plot, but it plots a variable against two others in a 3 dimensional space. Example: t=[0:pi/30:6*pi]; x=t.*cos(t); y=t.*sin(t); z=t; plot3(x,y,z); grid on; axis square; or t = 0:pi/50:10*pi; plot3(sin(t),cos(t),t); grid on; axis square; Rossi Introduction to MATLAB Financial Econometrics / 14

12 Surface Surf it is the function for creating surface graphics objects. Examples: [x,y]=meshgrid(-2:0.1:2,-2:0.1:2); surf(x,y,x.^2-y.^2); Try to see what the commands mesh and meshgrid do. The surfc command creates a surface but adds a contour plot in the xy plane. Rossi Introduction to MATLAB Financial Econometrics / 14

13 Yield Curve yield=textread( DATI_YIELD.txt ); Dates=yield(:,1); Y=cols(yield)-2; [x,y]=meshgrid(1:1:rows(dates),1:1:6); x=x ; y=y ; z=yield(:,3:8); surf(x,y,z); %ytick = [1, 2, 3, 4, 5, 6]; %yticklabels = { 3m, 6m, 1m, 5y, 10y, 30y }; %set(gca, YTick, ytick); %set(gca, YTickLabel, yticklabels); %xtick = [1, 100, 200, 300, 400, 500, 600]; %xticklabels = {num2str(dates(1:100:end));num2str(1999)}; %set(gca, XTick, xtick); %set(gca, XTickLabel, xticklabels); As exercise, try to insert dates and maturities in the x and y axes respectively. Rossi Introduction to MATLAB Financial Econometrics / 14

14 Subplot The command subplot allows the user to generate an output window with many sub-graphs. All calls to subplot must specify three arguments, the number of rows, the number of columns, and which cell to place the graphic. N=300; x=0.005*[1:n] +random( normal,0,1,n,1); y=x+random( normal,0,0.5,n,1); time=[1:n] ; subplot(2,2,1); plot(time,x,time,y); title( Time Series ); subplot(2,2,2); hist(x,40); title( Histogram of X ); subplot(2,2,3); [ACFx,Lags,Bounds] = autocorr(x,30); bar(acfx); title( ACF of X ); subplot(2,2,4); [Achy,Lags,Bounds] = autocorr(y,30); bar(acfy); title( ACF of Y ); Rossi Introduction to MATLAB Financial Econometrics / 14