# This site provides R-Code and examples for creating DCM Models.
# It requires the dse and matlab packages.
# Cut-and-paste code below into window above and Run
#
phaseSpace <- function(obj,n=500) UseMethod("phaseSpace")
phaseSpace.TSestModel <-
function(obj,n=500) {
require(scatterplot3d)
m <- dim(outputData(obj))[2]
model <- simulate(obj,sampleT=n,noise=matrix(0,n,m))
data <- outputData(model)
m <- dim(data)[2]
if (m > 3) m <- 3
if (m == 3) scatterplot3d(data[,1:m], type="l") else if (m == 2) plot(data[,1],data[,2],xlab=seriesNames(data)[1],ylab=seriesNames(data)[2], type="l") else stop("no phase space")
}
merge.forecast <- function (fx,n=1) {
x <- splice(fx$pred,fx$forecast[[n]])
colnames(x) <- seriesNames(fx$data$output)
return(x)
}
AIC <- function(model) {informationTestsCalculations(model)[3]}
require(dse)
require(matlab)