plot.stochvolTMB {stochvolTMB}

Plot the estimated latent volatility process

Description

Displays the estimated latent volatility process over time.

Usage

## S3 method for class 'stochvolTMB'
plot(x, ..., include_ci = TRUE, plot_log = TRUE, dates = NULL, forecast = NULL)

Arguments

x

A stochvolTMB object returned from estimate_parameters.

...

Currently not used.

include_ci

Logical value indicating if volatility should be plotted with approximately 95% confidence interval.

plot_log

Logical value indicating if the estimated should be plotted on log or original scale. If plot_log = TRUE the process h is plotted. If plot_log = FALSE 100 sigma_y exp(h / 2) is plotted.

dates

Vector of length ncol(x$nobs), providing optional dates for labeling the x-axis. The default value is NULL; in this case, the axis will be labeled with numbers.

forecast

Integer specifying number of steps to forecast.

Value

ggplot object with plot of estimated estimated volatility.