plot.varprd {vars}R Documentation

Plot method for objects of class varprd

Description

Time Series plots of VAR forecasts with confidence bands for each endogenous variable.

Usage

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

Arguments

x An object of class ‘varprd’; generated by predict.varest().
... 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, predict.varest, fanchart

Examples

## Not run: 
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.prd <- predict(var.2c, n.ahead = 8, ci = 0.95)
plot(var.2c.prd)
## End(Not run)

[Package vars version 0.7-7 Index]