plot_sp {midasr}

Plot non-parametric part of the single index MIDAS regression

Description

Plot non-parametric part of the single index MIDAS regression of unrestricted MIDAS regression

Usage

plot_sp(x, term_name, title = NULL, compare = NULL, ...)

Arguments

x

midas_r object

term_name

the term name for which the coefficients are plotted. Default is NULL, which selects the first MIDAS term

title

the title string of the graph. The default is NULL for the default title.

compare

the parameters for weight function to compare with the model, default is NULL

...

not used

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