combplot: Comb-plot

In ASSA: Applied Singular Spectrum Analysis (ASSA)

Description

Produces a comb-plot for visualizing what principal components are used for producing the (multivariate) singular spectrum business cycle indicator.

Usage

combplot(fit)

Arguments

fit	a bssa or a bmssa object.

Details

combplot yields a comb-plot indentifying the indices of the components selected according to the Fisher g statistic, along with the corresponding principal components; see de Carvalho and Rua (2017, p. 190) for a definition.

Author(s)

Miguel de Carvalho.

References

de Carvalho, M. and Rua, A. (2017). Real-time nowcasting the US output gap: Singular spectrum analysis at work. International Journal of Forecasting, 33, 185–198.

See Also

bssa.

Examples

## Tracking the US Business Cycle (de Carvalho and Rua, 2017; Fig. 5)
data(GDPIP)
fit <- bssa(log(GDPIP[, 1]))
combplot(fit)

ASSA documentation built on Nov. 20, 2020, 5:10 p.m.