mfe_pricef_win_tarx.m

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

function H=mfe_pricef_win_tarx;
%MFE_PRICEF_WIN_TARX Auxiliary routine for MFE_PRICEF.
%	MFE_PRICEF_WIN_TARX generates a window with controls for making 
%   TARX price forecasts.
%   H=MFE_PRICEF_WIN_TARX returns the window handle.

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

H=figure('menubar','none','name','TARX model','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');

ob.xprice=uicontrol('parent',H,'style','radio','position',[25 137 60 15],...
   'string','Price','value',1,'callback','ob=get(gcf,''userdata'');onlyone(ob.xprice,ob.xload);set(gcf,''userdata'',ob);');
ob.xload=uicontrol('parent',H,'style','radio','position',[145 137 60 15],...
   'string','Load','value',0,'callback','ob=get(gcf,''userdata'');onlyone(ob.xload,ob.xprice);set(gcf,''userdata'',ob);');

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)));',...
        'starttarx(obj.data,eval(get(ob.aro,''string'')),get(ob.xc,''value''),get(ob.xload,''value''),obj.NF,obj.cbi,obj.cei,civs,ob.cit,ob.pit)']);
set(H,'userdata',ob)