plot_midas_coef.midas_nlpr {midasr} | R Documentation |
Plot MIDAS coefficients
Description
Plots MIDAS coefficients of a MIDAS regression for a selected term.
Usage
## S3 method for class 'midas_nlpr'
plot_midas_coef(
x,
term_name = NULL,
title = NULL,
compare = NULL,
normalize = FALSE,
...
)
Arguments
x |
|
term_name |
the term name for which the coefficients are plotted. Default is |
title |
the title string of the graph. The default is |
compare |
the parameters for weight function to compare with the model, default is NULL |
normalize |
logical, if FALSE use the weight from the model, if TRUE, set the normalization coefficient of the weight function to 1. |
... |
not used |
Details
Plots MIDAS coefficients of a selected MIDAS regression term together with corresponding MIDAS coefficients and their confidence intervals of unrestricted MIDAS regression
Value
a data frame with restricted MIDAS coefficients, unrestricted MIDAS coefficients and lower and upper confidence interval limits. The data frame is returned invisibly.
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys