generate_plots {intradayModel}

Plot Analysis and Forecast Result

Description

Generate plots for the analysis and forecast results.

Usage

generate_plots(analysis_forecast_result)

Arguments

analysis_forecast_result

Analysis/forecast result from decompose_volume() or forecast_volume().

Value

A list of patchwork objects:

• components: Plot of components of intraday volume;

• log_components: Plot of components of intraday volume in their log10 scale;

• original_and_smooth / original_and_forecast: Plot of the original and the smooth/forecast intraday volume.

Author(s)

Shengjie Xiu, Yifan Yu and Daniel P. Palomar

Examples

library(intradayModel)
data(volume_aapl)
volume_aapl_training <- volume_aapl[, 1:20]
volume_aapl_testing <- volume_aapl[, 21:50]

# obtain analysis and forecast result
model_fit <- fit_volume(volume_aapl_training, fixed_pars = list(a_mu = 0.5, var_mu = 0.05),
                        init_pars = list(a_eta = 0.5))
analysis_result <- decompose_volume(purpose = "analysis", model_fit, volume_aapl_training)
forecast_result <- forecast_volume(model_fit, volume_aapl_testing)

# plot the analysis and forecast result
generate_plots(analysis_result)
generate_plots(forecast_result)