plot.varest {vars}R Documentation

Plot method for objects of class varest

Description

Plots per endogenous variable a diagram of fit, the residuals and their ACFs und PACFs for an object with class attribute ‘varest’; generated by VAR().

Usage

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

Arguments

x An object of class ‘varest’; generated by VAR()
... 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

VAR

Examples

## Not run: 
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
plot(var.2c)
## End(Not run)

[Package vars version 0.1.9 Index]