plot.varfevd {vars}R Documentation

Plot method for objects of class varfevd

Description

Plots of the forecast error variance decomposition are displayed as a barplot per variable.

Usage

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

Arguments

x An object of class ‘varfevd’, generated by fevd().
... 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

fevd

Examples

## Not run: 
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.fevd <- fevd(var.2c, n.ahead = 5)
plot(var.2c.fevd)
## End(Not run)

[Package vars version 0.1.9 Index]