Created
May 2, 2013 14:10
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Create a LaTeX table for the parameters of a SARIMA model.
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%% Create a LaTeX table for the parameters of an ARIMA Model | |
clc | |
disp('\begin{table}[h]\footnotesize'); | |
disp(' \begin{center}'); | |
disp([' \caption{Parameters of model (???) along with their '... | |
'standard error and t-statistic.}']); | |
disp(' \vspace{0.2cm}'); | |
disp(' \begin{tabular}{|c|c|c|c|}'); | |
disp('\hline'); | |
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{Parameter}}&'); | |
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{Value}}&'); | |
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{St. Error}}&'); | |
disp('{ \cellcolor{\deliverableTitleColor!25}\textbf{t-statistic}} \\'); | |
disp('\hline'); | |
errors = sqrt(diag(mdl.VarCov)); | |
% Autoregressive (\phi) | |
for i=1:length(mdl.arLags) | |
x=mdl.fit.AR(mdl.arLags(i)); | |
disp(['$\phi_{' num2str(mdl.arLags(i)) '}$ & $' num2str(x{1}) '$'... | |
' & $' num2str(errors(1+i)) '$ & $' num2str(x{1}/errors(1+i)) '$ \\']); | |
end | |
% Seasonal Autoregressive (\Phi) | |
for i=1:length(mdl.sarLags) | |
x=mdl.fit.SAR(mdl.sarLags(i)); | |
paramErr = errors(length(mdl.arLags)+i); | |
disp([ '$\Phi_{' num2str(mdl.sarLags(i)) '}$ & $' ... | |
num2str(x{1}) '$ & $' num2str(paramErr) ... | |
'$ & $' num2str(x{1}/paramErr) '$ \\']) | |
end | |
% Moving Average (\psi) | |
for i=1:length(mdl.maLags) | |
x=mdl.fit.MA(mdl.maLags(i)); | |
j=i+length(mdl.arLags) + length(mdl.sarLags)+1; | |
disp(['$\psi_{' num2str(mdl.maLags(i)) '}$ & $' num2str(x{1}) '$' ... | |
' & $' num2str(errors(j)) '$ & $' num2str(x{1}/errors(j)) '$ \\']); | |
end | |
% Seasonal Moving Average | |
% Moving Average (\psi) | |
for i=1:length(mdl.smaLags) | |
x=mdl.fit.SMA(mdl.maLags(i)); | |
j=j+1; | |
disp(['$\Psi_{' num2str(mdl.maLags(i)) '}$ & $' num2str(x{1}) '$'... | |
' & $' num2str(errors(j)) '$ & $' num2str(x{1}/errors(j)) '$ \\']); | |
end | |
% Variance: | |
disp(['$\sigma_\alpha^2$ & $' num2str(mdl.fit.Variance) '$ & $'... | |
num2str(errors(end)) '$'... | |
' & $' num2str(mdl.fit.Variance/errors(end)) '$ \\']); | |
disp('\hline'); | |
disp('\end{tabular}'); | |
disp('\end{center}'); | |
disp('\end{table}'); |
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