plot.varstabil {vars}R Documentation

Plot method for objects of class varstabil

Description

Plots of the empirical fluctuation process of each equation in a VAR(p).

Usage

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

Arguments

x An object of class ‘varstabil’, generated by stability().
... Currently not used.

Author(s)

Bernhard Pfaff

References

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.

See Also

stability, efp

Examples

## 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)

[Package vars version 0.1.9 Index]