plot kalman smoother output vectors with confidence interval!!!!

i have a smoothed vector theta(16,T), where T refere to nomber of years . & i would like to plot a row from this vector using a confidence interval of 95%.. my state space model is :

%% yt= Zt*theta(t) + e(t)

%% theta(t)= theta(t-1) + v(t)

how can i visualize confidence interval with my states vectors in a plot

thx for help :)

Answer 1

[John Petersen]

upper = theta*1.05;
lower = theta*0.95;
plot(t,lower,t,theta,t,upper);

[tayeb ghazi]

if i have a variance-covariance matrix of theta; let this var-cov(16,16,t)

can i use a code like this:??

upper = theta + 2*diag(var-cov);%% 2= statistic t

lower = theta - 2*diag(var-cov);

plot(t,lower,t,theta,t,upper);

[John Petersen]

You can't use '-' as a character in a variable name. Matlab sees it as a minus sign. Also keep in mind that t, theta, and var_cov must be the same dimension.