plot.CADFtest {CADFtest} | R Documentation |
This function conveniently plots the residuals of the Covariate Augmented Dickey-Fuller
or the standard Augmented Dickey-Fuller regression carried out in CADFtest
.
## S3 method for class 'CADFtest' plot(x, plots=(1:4), ...)
x |
an object belonging to the class |
plots |
the plots to be produced (all the four plots by default): 1: standardized residuals plot; 2: density of the residuals, with an indication of the p-value of the Jarque-Bera test for normality; 3: ACF of the residuals; 4: partial ACF of the residuals. |
... |
currently not used. |
Claudio Lupi
data(npext, package="urca") ADFt <- CADFtest(npext$realgnp, type="trend") plot(ADFt, plots=c(3,4))