diagnostics_plot {bigtime} | R Documentation |
Creates a Diagnostic Plot
Description
Creates a Diagnostic Plot
Usage
diagnostics_plot(mod, variable = 1, dates = NULL)
Arguments
mod |
VAR model estimated using |
variable |
Variable to show. Either numeric (which column) or character (variable name) |
dates |
Optional Date vector. |
Value
Returns a ggplot2 plot
Examples
# VAR example
dat <- simVAR(periods=200, k=2, p=5, decay = 0.1, seed = 6150533,
sparsity_pattern = "hvar")
mod <- sparseVAR(Y=scale(dat$Y), selection = "bic", h = 1)
diagnostics_plot(mod, variable = 1) # Plotting the first variable
## Not run:
# VARMA example
data(varma.example)
varma <- sparseVARMA(Y=scale(Y.varma), VARMAselection="cv")
diagnostics_plot(varma, variable = 2) # Plotting the second variable
## End(Not run)
## Not run:
# VARX example
data(varx.example)
varx <- sparseVARX(Y=scale(Y.varx), X=scale(X.varx), selection="cv")
diagnostics_plot(varx, variable = 1) # Plotting the first variable
## End(Not run)
[Package bigtime version 0.2.3 Index]