plot.gsmvarpred {gmvarkit}

plot method for class 'gsmvarpred' objects

Description

plot.gsmvarpred is plot method for gsmvarpred objects.

Usage

## S3 method for class 'gsmvarpred'
plot(x, ..., nt, mix_weights = TRUE, add_grid = TRUE)

Arguments

x

object of class 'gsmvarpred' generated by predict.gsmvar.

...

arguments passed to grid which plots grid to the figure.

nt

a positive integer specifying the number of observations to be plotted along with the prediction (ignored if plot_res==FALSE). Default is round(nrow(data)*0.15).

mix_weights

TRUE if forecasts for mixing weights should be plotted, FALSE in not.

add_grid

should grid be added to the plots?

Details

This method is used plot forecasts of GSMVAR processes

References

• Kalliovirta L., Meitz M. and Saikkonen P. 2016. Gaussian mixture vector autoregression. Journal of Econometrics, 192, 485-498.

• Virolainen S. (forthcoming). A statistically identified structural vector autoregression with endogenously switching volatility regime. Journal of Business & Economic Statistics.

• Virolainen S. 2022. Gaussian and Student's t mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks in the Euro area. Unpublished working paper, available as arXiv:2109.13648.

@keywords internal