Update scripts (#133)

Author: guilhermebodin

examples/ane.jl

@@ -10,7 +10,7 @@ y_test = y[401:460]
 Random.seed!(123)
 
 # Specify GAS model: a lognormal model with time-varying μ, constant σ, and lags 4 and 12
-gas = Model(4, 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)

examples/cpichg.jl

@@ -40,14 +40,10 @@ forec.parameter_forecast
 forec.observation_scenarios
 
 gas_t = Model(1, 1, TDistLocationScale, 1.0; time_varying_params = [1])
-steps_ahead = 50
-first_idx = 150
-b_t = backtest(gas_t, y, steps_ahead, first_idx)
-plot(b_t, "GAS(1, 1) Student t")
-
 gas_t_1_2 = Model(1, 2, TDistLocationScale, 1.0; time_varying_params = [1])
 steps_ahead = 50
 first_idx = 150
+b_t = backtest(gas_t, y, steps_ahead, first_idx)
 b_t_1_2 = backtest(gas_t_1_2, y, steps_ahead, first_idx)
-plot(b_t, "GAS(1, 1) Student t");
+plot(b_t, "GAS(1, 1) Student t")
 plot!(b_t_1_2, "GAS(1, 2) Student t"; legend = :topleft)