Function to plot CADFtest objects

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Description

This function conveniently plots the residuals of the Covariate Augmented Dickey-Fuller or the standard Augmented Dickey-Fuller regression carried out in CADFtest.

Usage

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  ## S3 method for class 'CADFtest'
plot(x, plots=(1:4), ...)

Arguments

x

an object belonging to the class CADFtest.

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.

Author(s)

Claudio Lupi

Examples

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  data(npext, package="urca")
  ADFt <- CADFtest(npext$realgnp, type="trend")
  plot(ADFt, plots=c(3,4))