plot_delay {ARDL} | R Documentation |
Creates plots for the delay multipliers and their uncertainty intervals based
on their estimated standard errors. This is a basic
ggplot
with a few customizable parameters.
plot_delay(
multipliers,
facets_ncol = 2,
interval = FALSE,
interval_color = "blue",
show.legend = FALSE,
xlab = "Period",
ylab = "Delay",
...
)
multipliers |
A list returned from |
facets_ncol |
If a positive integer, it indicates the number of the columns in the facet. If FALSE, each plot is created separately. The default is 2. |
interval |
If FALSE (default), no uncertainty intervals are drawn. If a positive integer, the intervals are this number times the standard error. If a number between 0 and 1 (e.g. 0.95), the equivalent confidence interval is drawn (e.g. 95% CI). In case of the confidence intervals, they are based on the Gaussian distribution. |
interval_color |
The color of the uncertainty intervals. Default is "blue". |
show.legend |
A logical indicating whether the interval legend is shown. Default is FALSE. |
xlab , ylab |
Names displayed at the x and y axes respectively. Default is "Period" and "Delay" respectively. |
... |
Currently unused argument. |
plot_delay
returns a number of ggplot
objects.
Kleanthis Natsiopoulos, klnatsio@gmail.com
ardl_3132 <- ardl(LRM ~ LRY + IBO + IDE, data = denmark, order = c(3,1,3,2))
delay_mult <- multipliers(ardl_3132, type = 12, se = TRUE)
## Simply plot the delay multipliers -----------------------------------
plot_delay(delay_mult)
## Rearrange them ------------------------------------------------------
plot_delay(delay_mult, facets_ncol = 1)
## Add 1 standard deviation uncertainty intervals ----------------------
plot_delay(delay_mult, interval = 1)
## Add 95% confidence intervals, change color and add legend -----------
plot_delay(delay_mult, interval = 0.95, interval_color = "darkgrey",
show.legend = TRUE)