plot.armasubsets: Plot the Best Subset ARMA models

Description Usage Arguments Value Author(s) See Also Examples

View source: R/plot.armasubsets.R

Description

This function is adapted from the plot.regsubsets function of the leaps package, and its main use is to plot the output from the armasubsets function.

Usage

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## S3 method for class 'armasubsets'
plot(x, labels = obj$xnames, main = NULL, 
scale = c("BIC", "AICc", "AIC", "Cp", "adjR2", "R2"), 
col = gray(c(seq(0.4, 0.7, length = 10), 0.9)), draw.grid = TRUE, 
axis.at.3 = TRUE, ...)

Arguments

x

an object of class armasubsets

labels

variable names

main

title for plot

scale

which summary statistic to use for ordering plots

col

the last color should be close to but distinct from white

draw.grid

a logical argument; if it is true (default), gray grid lines are superimposed on the graph.

axis.at.3

a logical argument; if if it is true (default), the x-labels are drawn on the upper horizontal axis.

...

other arguments

Value

Plot the few best subset ARMA models.

Author(s)

Kung-Sik Chan, based on previoud work by Thomas Lumley and Merlise Clyde

See Also

armasubsets

Examples

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set.seed(53331)
test=arima.sim(model=list(ar=c(rep(0,11),.8),ma=c(rep(0,11),0.7)),n=120)
res=armasubsets(y=test,nar=14,nma=14,y.name='test',ar.method='ols')
plot(res)

Example output

Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 	 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
Loading required package: tseries

Attaching package: 'TSA'

The following objects are masked from 'package:stats':

    acf, arima

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

    tar

TSA documentation built on July 2, 2018, 1:04 a.m.