Description Usage Arguments Author(s) Examples
View source: R/plot.CADFtest.R
This function conveniently plots the residuals of the Covariate Augmented Dickey-Fuller
or the standard Augmented Dickey-Fuller regression carried out in CADFtest
.
1 2 |
x |
an object belonging to the class |
plots |
the plots to be produced (all the four plots by default): 1: standardized residuals plot; 2: density of the residuals, with an indication of the p-value of the Jarque-Bera test for normality; 3: ACF of the residuals; 4: partial ACF of the residuals. |
... |
currently not used. |
Claudio Lupi
1 2 3 |
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