Function to plot CADFtest objects
This function conveniently plots the residuals of the Covariate Augmented Dickey-Fuller
or the standard Augmented Dickey-Fuller regression carried out in
an object belonging to the class
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.
1 2 3