method-plot: Plot output from an object of the from the GAS package.

In GAS: Generalized Autoregressive Score Models

Description

This method provides plot functionalities for the uGASFit, mGASFit, uGASSim, mGASSim, uGASFor, mGASFor, uGASRoll and mGASRoll objects defined in the GAS package.

Usage

  plot(x, y, ...)

  PlotMenu(x)

Arguments

x, y	objects of class uGASFit, mGASFit, uGASSim, mGASSim, uGASFor, mGASFor, uGASRoll, mGASRoll.
...	additional arguments, see Details

Details

plot accepts the additional argument numeric argument which. By default which = NULL. If which is provided, plot() does not show the interactive menu and plot the corresponding option. The available options for each object class is printed by the function PlotMenu(x). By default which = NULL, that is, plot() display an interactive menu.

Value

Displays a plot of an object of class uGASFit, mGASFit, uGASSim, mGASSim, uGASFor, mGASFor, uGASRoll, mGASRoll.

Author(s)

Leopoldo Catania

Examples

## Not run: 
## Plot filtered estimates of a GAS model estimated on the
## Quarterly logarithmic change in percentage points of the Consumer Price Index data set (cpichg)
library("GAS")

data("cpichg")

GASSpec = UniGASSpec(Dist = "std", ScalingType = "Identity",
                     GASPar = list(location = TRUE, scale = TRUE,
                                   shape = FALSE))

Fit = UniGASFit(GASSpec, cpichg)

plot(Fit, which = 1)

## End(Not run)

Example output

Attaching package: 'GAS'

The following object is masked from 'package:stats':

    residuals

GAS documentation built on Feb. 4, 2022, 5:12 p.m.