I managed to create a plot of the cointegration regression using the functionality to define a new variable which I specify as uhat = parameters of ordinary least squares regression and then plot those with the 1.5x standard deviation.
See chart below I do this using console command... gnuplot uhat sdm sdp --with-lines --time-series my QUESTION: how can I change this command to tell gnuplot to create and plot all 3 variables on 1 axis and have same axis on left and right?? [cid:image001.png(a)01CA534E.F599EAE0] Regards, Michael Grobler Prescient Securities Equity Derivatives Office: +27 (0)21 700 3785 E-mail: michael(a)prescient.co.za<http://www.psec.co.za/> Webpage: www.psec.co.za<http://www.psec.co.za/> ________________________________ Disclaimer This document is confidential and is issued for the information of clients only. It is subject to copyright and may not be reproduced in whole or in part without the prior written permission of Prescient Securities (Pty) Ltd (Reg no. 1999/008636/07). Opinions expressed or recommendations made in this document must be construed as such and while all attempts have been made to ensure the accuracy of the information herein, Prescient Securities (Pty) Ltd accepts no liability for decisions taken based on this information.
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I managed to create a plot of the cointegration regression using the functionality to define a new variable which I specify as uhat = parameters of ordinary least squares regression and then plot those with the
1.5x standard deviation. See chart below I do this using console command…
gnuplot uhat sdm sdp --with-lines --time-series my QUESTION: how can I change this command to tell gnuplot to create and plot all 3 variables on 1 axis and have same axis on left and right?? Regards, Michael Grobler Prescient Securities Equity Derivatives Office: +27 (0)21 700 3785 E-mail:
mich...@prescient.co.za Webpage:
www.psec.co.za Disclaimer This document is confidential and is issued for the information of clients only. It is subject to copyright and may not be reproduced in whole or in part without the prior written permission of Prescient Securities (Pty) Ltd (Reg no. 1999/008636/07). Opinions expressed or recommendations made in this document must be construed as such and while all attempts have been made to ensure the accuracy of the information herein, Prescient Securities (Pty) Ltd accepts no liability for decisions taken based on this information. |
