autoplot.tsregime {BMTAR}

tsregime object ggplot for the outputs on the function tsregime

Description

Produces a ggplot object for the results of the tsregime function.

Usage

## S3 method for class 'tsregime'
autoplot(object, type = 1,...)

Arguments

object

Object of class “tsregime”.

type

character string giving the type of plot to be computed. Allowed values are 1 for "Output process" (the default), 2 for “Threshold process”, 3 for “Covariate process”

...

other arguments passed to specific methods

Details

Graph for the stochastic processes of the object \ dQuote \ code tsregime for: Output process and if they exist for: Threshold process and Covariates process. In the case that there are missing data, a red line is drawn at the indicated time.

Value

Return a ggplot object.

Author(s)

Valeria Bejarano [e-mail] & Andrey Rincon [e-mail]

References

Calderon, S. and Nieto, F. (2017) Bayesian analysis of multivariate threshold autoregress models with missing data. Communications in Statistics - Theory and Methods 46 (1):296–318. doi:10.1080/03610926.2014.990758.

See Also

tsregime

Examples

data("datasim")
yt = datasim$Sim
Yt = yt$Yt
Zt = yt$Zt
data = tsregime(Yt,Zt)
autoplot.tsregime(data)