FIXDPOINTKER: MATLAB function to find fixed points of time series

Shapour Mohammadi

Statistical Software Components from Boston College Department of Economics

Abstract: This code finds fixed points of time series by method of So et al. Also I use kernel density method for finding modes as fixed points and derivatives for determining attractor and repellor fixed points. Histogram method is discontinues and derivative cannot be calculated for it. Therefore I use kernel density in addition to So et al (1996) method. Positive to negative cross of kernel density derivative graph validates modes which are fixed points. fix kernel is only first fixed point, but Modes give all of fixed points.

Language: MATLAB
Requires: MATLAB
Keywords: Forecast combination; Minimum variance combination; Variance-Covariance method of combination (search for similar items in EconPapers)
Date: 2009-07-16
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http://fmwww.bc.edu/repec/bocode/f/fixdpointker.m program file (text/plain)

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