plot_VAR.Phase.details: Plots details related to the Phase spectrum of a bivariate...

In VAR.spec: Allows Specifying a Bivariate VAR (Vector Autoregression) with Desired Spectral Characteristics

Plots details related to the Phase spectrum of a bivariate VAR (Vector autoregression) model.

Description

Plots in a 2x2 layout the Phase spectrum of a VAR model for a bivariate series, represented by an object of class var, the Phase spectrum divided by frequency -which gives the lag-/lead-structure between the two series in units of time –, the derivative of the Phase spectrum with respect to frequency -also known as the group-delay–, and the Coherency spectrum of the VAR model.

Usage

plot_VAR.Phase.details(a.var)

Arguments

a.var

An object of class var obtained from calculate.VAR for which details of the Phase spectrum are to be plotted.

Value

No return value, called for side effects.

See Also

VAR.spec-package,Init.var, calculate.VAR,

simulate.VAR, plot_VAR.spectra,

calc.VAR.spec.from.coefs

Examples

my.var <- Init.var(grid=501, order.max.init=10, inv.roots.def=NULL)
my.var$inv.roots[2,]<- c(0.98,0.017261,2,3,1,1,2, rep(0,8))
my.var$inv.roots[3,]<- c(0.92,0.897598,2,1,1,1,2, rep(0,8))
my.var$inv.roots[4,]<- c(0.98,1.795196,1,1,0,1,1, rep(0,8))
my.var <- calculate.VAR(a.var=my.var,calc.method="from.det.cross",
                        suppr.spec.check.warn=TRUE)
print(my.var$validity.msg)
plot_VAR.Phase.details (a.var=my.var)

VAR.spec documentation built on June 22, 2024, 10:37 a.m.