%% Plot Recursive Residuals and Critical Lines
% Determine whether an explanatory model of real gross national product (GNP) is stable by plotting recursive residuals.
% Load the Nelosson-Plosser data set.

load Data_NelsonPlosser

% The time series in the data set contain annual, macroeconomic measurements from 1860 to 1970. For more details, a list of variables, and descriptions, enter Description in the command line.
%
% Several series have missing data. Focus the sample to measurements from 1915 to 1970.

span = (1915 <= dates) & (dates <= 1970);

% Consider the multiple linear regression model
% \texttt{GNPR}_t=\beta_0+\beta_1\texttt{IPI}_t+\beta_2\texttt{E}_t+\beta_3\texttt{WR}_t.
%
% Collect the model variables into a tabular array. Position the response as the last variable.

Mdl = DataTable(span,[4,5,10,1]);

%
% Plot the test statistics.

cusumtest(Mdl);

% The cusum series crosses the upper critical line after the 45th recursive regression, which indicates model instability.
% Copyright 2012 The MathWorks, Inc.