tfplot.forecastCov {dse} | R Documentation |

Generate plots of forecast variance calculated by forecastCov.

```
## S3 method for class 'forecastCov'
tfplot(x, ...,
series = 1:dim(x$forecastCov[[1]])[2],
select.cov = 1:length(x$forecastCov), select.true =TRUE,
select.zero =TRUE, select.trend =TRUE, y.limit = NULL, line.labels =FALSE,
lty = NULL, Legend = NULL, Title = NULL,
graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE)
## S3 method for class 'forecastCovEstimatorsWRTdata'
tfplot(x,
series=1:dim(x$forecastCov[[1]])[2],
select.cov=1:length(x$forecastCov),
select.zero=TRUE, select.trend=TRUE,
graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE, lty=NULL, ...)
```

`x` |
The result of forecastCov. |

`series` |
integer or string indicating the series which should be plotted. |

`select.cov` |
logical indicating that for the case of multiple models select the covariance to be plotted. |

`select.true` |
logical indicating that results from the forecast of the true model (if available) should be plotted. |

`select.zero` |
logical indicating that results from a forecast of zero should be plotted. |

`select.trend` |
logical indicating that results from a forecast of trend should be plotted. |

`graphs.per.page` |
The number of graphs to put on a page. |

`mar` |
plot margins (see |

`reset.screen` |
logical indicating if the plot window should be cleared before starting. |

`lty` |
see details. |

`Legend` |
optional legend passed to |

`Title` |
optional legend passed to |

`y.limit` |
optional limit on the y scale. Covariance values larger than y.limit will not be shown. |

`line.labels` |
logical indicating line labels should be printed. |

`...` |
For forecastCov objects this allows additional objects to be plotted. For forecastCovEstimatorsWRTdata ... are passed to other methods. |

This function produces plots of the variance at different horizons. Output graphics can be paused between pages by setting par(ask=TRUE). If lty is NULL (default) it is set to seq(length(select.cov) +select.true+select.zero+select.trend), and corrected if these are TRUE but not in the object.

The `Title`

is not put on the plot if the global option
PlotTitles is FALSE. This can be set with `options(PlotTitles=FALSE)`

.
This provides a convenient mechanism to omit all titles when the title
may be added separately (e.g. in Latex).

None

```
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
z <- forecastCov(model, data=eg1.DSE.data.diff)
tfplot(z)
```

[Package *dse* version 2020.2-1 Index]