tfplot.forecastCov {dse2} | R Documentation |
Generate plots of forecast variance calculated by forecastCov.
## S3 method for class 'forecastCov': tfplot(x, ..., series = 1:dim(x$forecastCov[[1]])[2], select.cov = 1:length(x$forecastCov), select.true =TRUE, select.zero =TRUE, select.trend =TRUE, y.limit = NULL, line.labels =FALSE, lty = NULL, Legend = NULL, Title = NULL, graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE) ## S3 method for class 'forecastCovEstimatorsWRTdata': tfplot(x, series=1:dim(x$forecastCov[[1]])[2], select.cov=1:length(x$forecastCov), select.zero=TRUE, select.trend=TRUE, graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE, lty=NULL, ...)
x |
The result of forecastCov. |
series |
integer or string indicating the series which should be plotted. |
select.cov |
logical indicating that for the case of multiple models select the covariance to be plotted. |
select.true |
logical indicating that results from the forecast of the true model (if available) should be plotted. |
select.zero |
logical indicating that results from a forecast of zero should be plotted. |
select.trend |
logical indicating that results from a forecast of trend should be plotted. |
graphs.per.page |
The number of graphs to put on a page. |
mar |
plot margins (see par ). |
reset.screen |
logical indicating if the plot window should be cleared before starting. |
lty |
see details. |
Legend |
optional legend passed to legend . |
Title |
optional legend passed to title . |
y.limit |
optional limit on the y scale. Covariance values larger than y.limit will not be shown. |
line.labels |
logical indicating line labels should be printed. |
... |
For forecastCov objects this allows additional objects to be plotted. For forecastCovEstimatorsWRTdata ... are passed to other methods. |
This function produces plots of the variance at different horizons. Output graphics can be paused between pages by setting par(ask=TRUE). If lty is NULL (default) it is set to seq(length(select.cov) +select.true+select.zero+select.trend), and corrected if these are TRUE but not in the object.
None
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- estVARXls(eg1.DSE.data.diff) z <- forecastCov(model, data=eg1.DSE.data.diff) tfplot(z)