plot.statespace {viking} | R Documentation |
Plot a statespace object
Description
plot.statespace
displays different graphs expressing the behavior of the state-space
model:
1. Evolution of the Bias: rolling version of the error of the model.
2. Evolution of the RMSE: root-mean-square-error computed on a rolling window.
3. State Evolution: time-varying state coefficients, subtracted of the initial state vector.
4. Normal Q-Q Plot: we check if the observation follows the Gaussian distribution of estimated
mean and variance. To that end, we display a Q-Q plot of the residual divided by the estimated
standard deviation, against the standard normal distribution.
Usage
## S3 method for class 'statespace'
plot(x, pause = FALSE, window_size = 7, date = NULL, sel = NULL, ...)
Arguments
x |
the statespace object. |
pause |
(default |
window_size |
(default |
date |
(default |
sel |
(default |
... |
additional parameters |
Value
No return value, called to display plots.