plot.varest {vars} | R Documentation |
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()
.
## S3 method for class 'varest': plot(x, ...)
x |
An object of class ‘varest ’; generated by VAR() |
... |
Currently not used. |
Bernhard Pfaff
Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.
Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.
## Not run: data(Canada) var.2c <- VAR(Canada, p = 2, type = "const") plot(var.2c) ## End(Not run)