mfe_pricef_win_arxg.m

Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach" by Rafa&#322 Weron, p

function H=mfe_pricef_win_arxg(alg);
%MFE_PRICEF_WIN_ARXG Auxiliary routine for MFE_PRICEF.
%	MFE_PRICEF_WIN_ARXG(ALG) generates a window with controls for making 
%   ALG='ARX-GARCH' (default) or 'ARX+GARCH' price forecasts.
%   H=MFE_PRICEF_WIN_ARXG returns the window handle.

%   Written by Adam Misiorek and Rafal Weron (2006.09.22)
%   Copyright (c) 2006 by Rafal Weron

if alg==1,
    windowname = 'ARX-GARCH model';
else
    windowname = 'ARX + GARCH model';
end
ob.alg = alg;

H=figure('menubar','none','name',windowname,'numbertitle','off','position',[450 300 230 200],'deletefcn','clear parwin');
uicontrol('parent',H,'style','frame','position',[10 120 210 75],'BackgroundColor',[0.5 0.5 0.5]);
uicontrol('parent',H,'style','text','position',[25 167 80 15],'string','AR order')
ob.aro=uicontrol('parent',H,'style','edit','position',[110 165 40 20],'BackgroundColor',[1 1 1],'string',2);
ob.xc=uicontrol('parent',H,'style','check','position',[165 168 40 13],'string','-X');
uicontrol('parent',H,'style','text','position',[25 137 40 15],'string','P')
ob.po=uicontrol('parent',H,'style','edit','position',[70 135 40 20],'BackgroundColor',[1 1 1],'string',1);
uicontrol('parent',H,'style','text','position',[120 137 40 15],'string','Q')
ob.qo=uicontrol('parent',H,'style','edit','position',[165 135 40 20],'BackgroundColor',[1 1 1],'string',1);

uicontrol('parent',H,'style','frame','position',[10 30 210 85],'BackgroundColor',[0.5 0.5 0.5]);
uicontrol('parent',H,'style','text','position',[20 92 145 15],'string','Interval forecasts'' conf. level')
ob.civ=uicontrol('parent',H,'style','edit','position',[170 90 40 20],'BackgroundColor',[1 1 1],'string',90);
ob.cit(1)=uicontrol('parent',H,'style','check','position',[20 65 80 13],'string','gaussian');
ob.cit(2)=uicontrol('parent',H,'style','check','position',[110 65 100 13],'string','non-parametric');
ob.pit=uicontrol('parent',H,'style','check','position',[55 40 120 13],'string','price cap used','value',1);

uicontrol('parent',H,'style','push','position',[160 5 50 20],'string','Run','callback',['ob=get(gcf,''userdata'');obj=get(mainf,''userdata'');',...
       'civs=str2num(get(ob.civ,''string''));civs=civs((civs>0)&(civs<100));civs=sort(civs(1:min(length(civs),3)));',...
       'startgarch(obj.data,[eval(get(ob.aro,''string'')),eval(get(ob.po,''string'')),',...
       'eval(get(ob.qo,''string'')),get(ob.xc,''value'')],obj.NF,obj.cbi,obj.cei,civs,ob.cit,ob.pit,ob.alg)']);
set(H,'userdata',ob)