change from ANE to NIE (#138)

Author: guilhermebodin

examples/ane.jl renamed to examples/nie.jl

@@ -2,15 +2,15 @@ using Dates, DelimitedFiles, Plots, Random, ScoreDrivenModels
 
 # Define dates and load historical Affluent Natural Energy data
 dates = collect(Date(1961):Month(1):Date(2000, 12))
-y = vec(readdlm("../test/data/ane_northeastern.csv"))
+y = vec(readdlm("./test/data/nie_northeastern.csv"))
 y_train = y[1:400]
 y_test = y[401:460]
 
 # Set RNG seed to guarantee consistent results
 Random.seed!(123)
 
 # Specify GAS model: a lognormal model with time-varying μ, constant σ, and lags 4 and 12
-gas = Model([1, 2, 3, 4], [1, 2, 3, 10, 11, 12], LogNormal, 1.0; time_varying_params=[1])
+gas = Model([1,2,3,4], [1,2,3,10,11,12], LogNormal, 1.0; time_varying_params=[1])
 
 # Obtain initial parameters to start the GAS recursion
 initial_params = dynamic_initial_params(y_train, gas)
@@ -26,6 +26,9 @@ plot(f)
 forec = forecast(y_train, gas, 60; S=1000, initial_params=initial_params)
 
 # Plot results
-plot(dates[401:460], forec.observation_scenarios, color="grey", width=0.05, label="", ylims=(0, 70))
-plot!(dates[360:460], y[360:460], label="ANE", color="black", xlabel="Months", ylabel="GWmed", legend=:topright)
+plotly()
+plot(dates[401:460], forec.observation_scenarios, color="grey", w=0.05, label="", ylims=(0, 70));
+plot!(dates[360:460], y[360:460], label="NIE", color="black", xlabel="Months", ylabel="GWmed", legend=:topright);
 plot!(dates[401:460], forec.observation_quantiles, label=["Quantiles" "" ""], color="red", line=:dash)
+
+plot(dates[1:400], y_train, label = "in-sample NIE", ylabel = "GWmed", xlabel = "Months", color = "black")