plot.varstabil {vars} | R Documentation |
Plots of the empirical fluctuation process of each equation in a VAR(p).
## S3 method for class 'varstabil': plot(x, ...)
x |
An object of class ‘varstabil ’, generated by
stability() . |
... |
Currently not used. |
Bernhard Pfaff
Zeileis, A., F. Leisch, K. Hornik and C. Kleiber (2002), strucchange: An R Package for Testing for Structural Change in Linear Regression Models, Journal of Statistical Software, 7(2): 1-38, http://www.jstatsoft.org/v07/i02/
and see the references provided in the reference section of
efp
, too.
## Not run: data(Canada) var.2c <- VAR(Canada, p = 2, type = "const") var.2c.stabil <- stability(var.2c, type = "Rec-CUSUM") plot(var.2c.stabil) ## End(Not run)