plot.varcheck {vars}R Documentation

Plot method for objects of class varcheck

Description

Time series plots of the residuals, their empirical distribution and ACFs/PACFs, as well as the ACFs/PACFs of the squared residuals.

Usage

## S3 method for class 'varcheck':
plot(x, ...)

Arguments

x An object of class ‘varcheck’; generated by either arch(), normality() or serial().
... Currently not used.

Author(s)

Bernhard Pfaff

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.

Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

arch, normality, serial

Examples

## Not run: 
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
## ARCH test
archtest <- arch(var.2c)
plot(archtest)
## Normality test
normalitytest <- normality(var.2c)
plot(normalitytest)
## serial correlation test
serialtest <- serial(var.2c)
plot(serialtest)
## End(Not run)

[Package vars version 0.1.9 Index]