www.gusucode.com > econ 案例源码程序 matlab代码 > econ/OverlayRecessionBandsExample.m

    %% Overlay Recession Bands  
% Overlay recession bands on a plot of multiple time series.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Load data on credit defaults, and extract the predictor variables in the
% first four columns. 
load Data_CreditDefaults
X0 = Data(:,1:4);
T0 = size(X0,1);  

%% 
% Convert the dates to serial date numbers, as required by |recessionplot|. 
dates = datenum([dates,ones(T0,2)]);  

%% 
% Create a time series plot of the four credit default predictors. 
figure;
plot(dates,X0,'LineWidth',2);
h = gca;
h.XTick = dates(1:2:end);
datetick('x','yyyy','keepticks')
xlabel 'Year';
ylabel 'Level';
axis tight; 

%% 
% Overlay recession bands corresponding to U.S. recessions reported by the
% National Bureau of Economic Research. 
recessionplot    

%%
% The plots shows that two recessions occurred within the range of the time
% series.