 Usage:  VaRtimeplot(y,VaR{,VaR1,{,VaR2{,VaR3}}}{,opt})  
 
 Input:

  y                      n x d matrix, the returns of d time series. 
                         
  VaR                    (n-h) x 1 or (n-h) x 2 matrix, VaR forecasts. 
                         
  VaR1                   (n-h) x 1 or (n-h) x 2 matrix, VaR forecasts. 
                         
  VaR2                   (n-h) x 1 or (n-h) x 2 matrix, VaR forecasts. 
                         
  VaR3                   (n-h) x 1 or (n-h) x 2 matrix, VaR forecasts. 
                         
  opt                    optional, a list with optional input. The function 
                         "VaRopt" can be used to set up this parameter. 
                         The order of the list elements is not important. 
                         Parameters which are not given are replaced by 
                         defaults (see below). 
                         
  opt.h                  positive integer, window width. 
                         If not given, set to 250. 
                         
  opt.w                  scalar, 1 x d or n x d, weights for assets. 
                         If not given, set to 1. 
                         
  opt.name               string, prefix for the output. If not given, "VaR" 
                         is used. 
                         
  opt.title              string, title for the output. If not given, a default 
                         is set. 
                         
  opt.color              string vector, colors for different VaR 
                         functions. Possible values are the color 
                         strings from setmask. The default is "black". 
                         
  opt.style              string vector, line styles for different VaR 
                         functions. Possible values are the line 
                         styles from setmask. The default is "solid". 
                         
  opt.size               string vector, line thickness for different VaR 
                         functions. Possible values are the line 
                         sizes from setmask. The default is "thin". 
                         
  opt.data               string vector, contains color, style and size 
                         (in that order) for portfolio data points. 
                         The default is "black"|"point"|"medium". 
                         
  opt.exceed             string vector, contains color, style and size 
                         (in that order) for points that should be 
                         marked as exceeding the VaR. 
                         The default is "black"|"point"|"medium". 
                         
  opt.plot               string vector, default is "all" for upper and 
                         lower VaR forecasts, use "low" for lower only. 
                         
 Output:

  VaRtimeplot            or opt.name+"timeplot", 
                         display, containing portfolio data and VaR 
                         forecasts. 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
