plot.dm {dynamo} | R Documentation |
Plots of the data and fitted dynamic model.
plot.dm( x , ... )
x |
a dynamic model object. |
... |
other parameters to be passed through to plotting functions. |
Christian T. Brownlees
# AR(1) GARCH(1,1) # simulate data #y <- rdm( y~0+ar(1)+garch(1,1) , innovations='st' , 1000 , param=c(0.2,0.2,0.1,0.8,0.1) ) # estimate #ar1garch11 <- dm( y~0+ar(1)+garch(1,1) , innovations='st' ) # view estimation results #summary( ar1garch11 ) # ACD(1,1) # simulate data #y <- rdm( y~acd(1,1), 1000 , param=c(0.1,0.8,0.1,20.0) ) # estimate #acd11 <- dm( y~acd(1,1) ) # view estimation results #summary( acd11 ) 1+1