fix.plot: Plot Results of Estimating

In Sie2nts: Sieve Methods for Non-Stationary Time Series

Plot Results of Estimating

Description

fix.plot() visualizes the estimation of coefficient.

Usage

fix.plot(res.fix.fit, type, title = "")

Arguments

res.fix.fit	the output from fix.fit() function
type	type indicates which type of basis is used (There are 31 types in this package)
title	give the title for the fixed estimate plot

Value

A list which contains 3 plot related to the estimation of coefficient, Elbow point and cross validation in order

Examples

set.seed(137)
time.series = c()
n = 1024
v = 25
w = rnorm(n, 0, 1) / v
x_ini = runif(1,0,1)
for(i in 1:n){
  if(i == 1){
    time.series[i] = 0.2 + 0.6*cos(2*pi*(i/n))*x_ini  + w[i] #
  } else{
    time.series[i] = 0.2 + 0.6*cos(2*pi*(i/n))*time.series[i-1] + w[i]
  }
}

res1 = fix.fit(time.series, 5, 1, type = "Legen")
fix.plot(res1, "Legen")

Sie2nts documentation built on Jan. 22, 2023, 1:52 a.m.