plot.FCVAR_roots  R Documentation 
plot.FCVAR_roots
plots the output of
GetCharPolyRoots
to screen or to a file.
GetCharPolyRoots
calculates the roots of the
characteristic polynomial and plots them with the unit circle
transformed for the fractional model, see Johansen (2008).
## S3 method for class 'FCVAR_roots' plot(x, y = NULL, ...)
x 
An S3 object of type

y 
An argument for generic method 
... 
Arguments to be passed to methods, such as graphical parameters for the generic plot function. 
The roots are calculated from the companion form of the VAR, where the roots are given as the inverse eigenvalues of the coefficient matrix.
Johansen, S. (2008). "A representation theory for a class of vector autoregressive models for fractional processes," Econometric Theory 24, 651676.
FCVARoptions
to set default estimation options.
FCVARestn
to estimate the model for which to calculate the roots
of the characteristic polynomial.
summary.FCVAR_roots
prints the output of
GetCharPolyRoots
to screen.
Other FCVAR postestimation functions:
FCVARboot()
,
FCVARhypoTest()
,
GetCharPolyRoots()
,
MVWNtest()
,
summary.FCVAR_roots()
,
summary.MVWN_stats()
opt < FCVARoptions() opt$gridSearch < 0 # Disable grid search in optimization. opt$dbMin < c(0.01, 0.01) # Set lower bound for d,b. opt$dbMax < c(2.00, 2.00) # Set upper bound for d,b. opt$constrained < 0 # Impose restriction dbMax >= d >= b >= dbMin ? 1 < yes, 0 < no. x < votingJNP2014[, c("lib", "ir_can", "un_can")] results < FCVARestn(x, k = 2, r = 1, opt) FCVAR_CharPoly < GetCharPolyRoots(results$coeffs, opt, k = 2, r = 1, p = 3) summary(object = FCVAR_CharPoly) graphics::plot(x = FCVAR_CharPoly)
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