plot_lr {ARDL} | R Documentation |
Create plot for the long-run (cointegrating) equation
Description
Creates a plot for the long-run relationship in comparison with the dependent
variable, and the fitted values of the model. This is a basic
ggplot
with a few customizable parameters.
Usage
plot_lr(
object,
coint_eq,
facets = FALSE,
show_fitted = FALSE,
show.legend = FALSE,
xlab = "Time",
...
)
Arguments
object |
An object of |
coint_eq |
The objected returned from |
facets |
A logical indicating whether the long-run relationship appears in a separate plot. Default is FALSE. |
show_fitted |
A logical indicating whether the fitted values are shown. Default is FALSE. |
show.legend |
A logical indicating whether the legend is shown. Default is FALSE. |
xlab |
Name displayed at the x axis. Default is "Time". |
... |
Currently unused argument. |
Value
plot_lr
returns a ggplot
object.
Author(s)
Kleanthis Natsiopoulos, klnatsio@gmail.com
See Also
Examples
ardl_3132 <- ardl(LRM ~ LRY + IBO + IDE, data = denmark, order = c(3,1,3,2))
ce2 <- coint_eq(ardl_3132, case = 2)
plot_lr(ardl_3132, coint_eq = ce2)
## Compare fitted values and place long-run relationship separately ----
ce3 <- coint_eq(ardl_3132, case = 3)
plot_lr(ardl_3132, coint_eq = ce3, facets = TRUE, show_fitted = TRUE,
show.legend = TRUE)
[Package ARDL version 0.2.4 Index]