Plotting a simulated forecast?!

Hey,

I am pretty new to Matlab and therefore, I am still struggling with some basic stuff. Anyway, I am working on a forecast of a FTS, and want to plot the simulated forecast. Actually, I'd like to combine the forecasted data with the original dataset.

Here's my forecast and simulation function. How can I plot them? the dataset is called "price".

% Forecasting
horizon = 100
[sigmaForecast,meanForecast,sigmaTotal,meanRMSE] = ...
  garchpred(coeff,price,horizon);   

 % Monte Carlo Simulation
nPaths = 100;
[eSim,sSim,ySim] = garchsim(coeff,horizon,nPaths, ...
    [],[],[],eFit,sFit,price);

Many thanks Patrick

Answer 1

[Oleg Komarov]

You can plot the price against the forecast:

plot(1:100,price)
hold on
plot(1:100,meanForecast,'or')

Or you can plot the average of the simulations against the price:

plot(1:100,price)
hold on
plot(1:100,mean(ySim,2),'or')

All of that assuming price is a single vector.

[Patrick]

Thank you very much!