MTSplot: Multivariate Time Series Plot

In MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

Multivariate Time Series Plot

Description

Provides time plots of a vector time series

Usage

MTSplot(data, caltime = NULL)

Arguments

data	data matrix of a vector time series
caltime	Calendar time. Default is NULL, that is, using time index

Details

Provides time plots of a vector time series. The output frame depends on the dimension of the time series

Value

Time plots of vector time series

Author(s)

Ruey S. Tsay

Examples

xt=matrix(rnorm(1500),500,3)
MTSplot(xt)

MTS documentation built on April 11, 2022, 5:07 p.m.