plot {vars}R Documentation

Plot methods for objects in vars

Description

Plot method for objects with class attribute varest, vec2var, varcheck, varfevd, varirf, varprd, varstabil.

Usage

## S3 method for class 'varcheck':
plot(x, names = NULL, main.resid = NULL, main.hist =
NULL, main.acf = NULL, main.pacf = NULL, main.acf2 = NULL, main.pacf2 =
NULL, ylim.resid = NULL, ylim.hist = NULL, ylab.resid = NULL, xlab.resid
= NULL, xlab.acf = NULL, lty.resid = NULL, lwd.resid = NULL, col.resid =
NULL, col.edf = NULL, lag.acf = NULL, lag.pacf = NULL, lag.acf2 = NULL,
lag.pacf2 = NULL, mar = par("mar"), oma = par("oma"), ...)
## S3 method for class 'varest':
plot(x, names = NULL, main.fit = NULL, main.acf = NULL,
main.pacf = NULL, ylim.fit = NULL, ylim.resid = NULL, lty.fit = NULL,
lty.resid = NULL, lwd.fit = NULL, lwd.resid = NULL, lag.acf = NULL,
lag.pacf = NULL, col.fit = NULL, col.resid = NULL, ylab.fit = NULL,
ylab.resid = NULL, ylab.acf = NULL, ylab.pacf = NULL, xlab.fit = NULL,
xlab.resid = NULL, nc, mar = par("mar"), oma = par("oma"), adj.mtext =
NA, padj.mtext = NA, col.mtext = NA, ...)
## S3 method for class 'vec2var':
plot(x, ...)
## S3 method for class 'varfevd':
plot(x, plot.type = c("multiple", "single"),
names = NULL, main = NULL, col = NULL, ylim = NULL, ylab = NULL,
xlab = NULL, legend = NULL, names.arg = NULL, nc,
mar = par("mar"), oma = par("oma"), addbars = 1, ...)
## S3 method for class 'varirf':
plot(x, plot.type = c("multiple", "single"), names =
NULL, main = NULL, sub = NULL, lty = NULL, lwd = NULL, col = NULL, ylim
= NULL, ylab = NULL, xlab = NULL, nc, mar.multi = c(0, 4, 0, 4),
oma.multi = c(6, 4, 6, 4), adj.mtext = NA, padj.mtext = NA, col.mtext =
NA, ...)  
## S3 method for class 'varprd':
plot(x, plot.type = c("multiple", "single"),
names = NULL, main = NULL, col = NULL, lty = NULL, lwd = NULL,
ylim = NULL, ylab = NULL, xlab = NULL, nc, mar = par("mar"),
oma = par("oma"), ...)
## S3 method for class 'varstabil':
plot(x, plot.type = c("multiple", "single"), names =
NULL, main = NULL, nc, mar = par("mar"), oma = par("oma"), ...)

Arguments

addbars Integer, number of empty bars in barplot to reserve space for legend. If set to zero, no legend will be returned.
adj.mtext Adjustment for mtext(), only applicable if plot.type = "multiple".
col Character vector, colors to use in plot.
col.edf Character, color of residuals' EDF.
col.fit Character vector, colors for diagram of fit.
col.mtext Character, color for mtext(), only applicable if plot.type = "multiple".
col.resid Character vector, colors for residual plot.
lag.acf Integer, lag.max for ACF of residuals.
lag.acf2 Integer, lag.max for ACF of squared residuals.
lag.pacf Integer, lag.max for PACF of residuals.
lag.pacf2 Integer, lag.max for PACF of squared residuals.
legend Character vector of names in legend.
lty Integer/Character, the line types.
lty.fit Vector, lty for diagram of fit.
lty.resid Vector, lty for residual plot.
lwd The width of the lines.
lwd.fit Vector, lwd for diagram of fit.
lwd.resid Vector, lwd for residual plot.
main Character vector, the titles of the plot.
main.acf Character vector, main for residuals' ACF.
main.acf2 Character vector, main for squared residuals' ACF.
main.fit Character vector, main for diagram of fit.
main.hist Character vector, main for histogram of residuals.
main.pacf Character vector, main for residuals' PACF.
main.pacf2 Character vector, main for squared residuals' PACF.
main.resid Character vector, main for residual plot.
mar Setting of margins.
mar.multi Setting of margins, if plot.type = "multiple".
names Character vector, the variables names to be plotted. If left NULL, all variables are plotted.
names.arg Character vector, names for x-axis of barplot.
nc Integer, number of columns for multiple plot.
oma Setting of outer margins.
oma.multi Setting of margins, if plot.type = "multiple".
padj.mtext Adjustment for mtext(), only applicable if plot.type = "multiple".
plot.type Character, if multiple all plots are drawn in a single device, otherwise the plots are shown consecutively.
sub Character, sub title in plot.
x An object of one of the above classes.
xlab Character vector signifying the labels for the x-axis.
xlab.acf Character, xlab for ACF and PACF of residuals and their squares in plot.varcheck.
xlab.fit Character vector, xlab for diagram of fit.
xlab.resid Character vector, xlab for residual plot.
ylab Character vector signifying the labels for the y-axis.
ylab.acf Character, ylab for ACF.
ylab.fit Character vector, ylab for diagram of fit.
ylab.pacf Character, ylab for PACF
ylab.resid Character vector, ylab for residual plot.
ylim Vector, the limits of the y-axis.
ylim.fit Vector, ylim for diagram of fit.
ylim.hist Vector, ylim for histogram of residuals.
ylim.resid Vector, ylim for residual plot.
... Passed to internal plot function.

Details

The plot-method for objects with class attribute vec2var is the same as for objects with class attribute varest. Hence, the same arguments can be utilised.

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.

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/

See Also

VAR, vec2var, fevd, irf, predict, fanchart, stability, arch.test, normality.test, serial.test

Examples

## Not run: 
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
plot(var.2c)
## Diagnostic Testing
## ARCH test
archtest <- arch.test(var.2c)
plot(archtest)
## Normality test
normalitytest <- normality.test(var.2c)
plot(normalitytest)
## serial correlation test
serialtest <- serial.test(var.2c)
plot(serialtest)
## FEVD
var.2c.fevd <- fevd(var.2c, n.ahead = 5)
plot(var.2c.fevd)
## IRF
var.2c.irf <- irf(var.2c, impulse = "e",
response = c("prod", "rw", "U"), boot = FALSE)
plot(var.2c.irf)
## Prediction
var.2c.prd <- predict(var.2c, n.ahead = 8, ci = 0.95)
plot(var.2c.prd)
## Stability
var.2c.stabil <- stability(var.2c, type = "Rec-CUSUM")
plot(var.2c.stabil)
## End(Not run)

[Package vars version 1.4-4 Index]