plot.tsfit {tseriesTARMA} | R Documentation |
Plot from fitted/forecasted time series models.
Description
Plots a time series model fit, possibly together with its forecast and forecast bands.
Usage
## S3 method for class 'tsfit'
plot(
x,
fit,
plot.fit = TRUE,
fore = NULL,
lcols = list(series = "lightblue", fit = 4, pred = "red4", band = "red"),
ptype = list(series = 20, fit = 1, pred = 16, band = 20),
ltype = list(series = 1, fit = 1, pred = 1, band = 1),
lwdt = 2,
...
)
Arguments
x |
A time series |
fit |
A time series model fitted upon |
plot.fit |
Logical. If |
fore |
Forecast derived from |
lcols |
List of colours for the plots. |
ptype |
List of point types ( |
ltype |
List of line types ( |
lwdt |
A common line width for the plots. |
... |
Additional graphical parameters. |
Value
No return value, called for side effects
Author(s)
Simone Giannerini, simone.giannerini@unibo.it
Greta Goracci, greta.goracci@unibz.it
See Also
TARMA.fit
and TARMA.fit2
for TARMA modelling.
predict.TARMA
for prediction and forecasting.
Examples
## a TARMA(1,1,1,1) model
set.seed(13)
x <- TARMA.sim(n=200, phi1=c(0.5,-0.5), phi2=c(0.0,0.5), theta1=-0.5, theta2=0.7, d=1, thd=0.2)
fit1 <- TARMA.fit(x,tar1.lags = 1, tar2.lags = 1, tma1.lags = 1, tma2.lags = 1, d=1,
estimate.thd = FALSE, threshold=0.2)
xp1 <- predict(fit1,x,n.ahead=5)
# plots both the fitted and the forecast
plot.tsfit(x,fit=fit1,fore=xp1);grid();
# plots only the forecast
plot.tsfit(x,fit=fit1,plot.fit=FALSE,fore=xp1);grid();
# plots only the fitted
plot.tsfit(x,fit=fit1);grid();