diagnostics_plot.bigtime.VARMA {bigtime}R Documentation

diagnostics_plot function for VARMA models

Description

Not supposed to be called directly. Rather call diagnostics_plot

Usage

## S3 method for class 'bigtime.VARMA'
diagnostics_plot(mod, variable = 1, dates = NULL)

Arguments

mod

VAR model estimated using sparseVARMA

variable

Variable to show. Either numeric (which column) or character (variable name)

dates

Optional Date vector.


[Package bigtime version 0.2.1 Index]