plot.predarfima | R Documentation |
predarfima
object.This function takes a predarfima
object generated by
predict.arfima
and plots all of the information contained in it. The
colour code is as follows:
## S3 method for class 'predarfima' plot( x, xlab = NULL, ylab = NULL, main = NULL, ylim = NULL, numback = 5, xlim = NULL, ... )
x |
A |
xlab |
Optional |
ylab |
Optional |
main |
Optional |
ylim |
Optional |
numback |
The number of last values of the original series to plot defined by the user. The default is five |
xlim |
Optional |
... |
Currently not used |
grey: exact prediction red: exact prediction intervals (PIs) orange: limiting PIs
See predict.arfima
.
None. Generates a plot
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
predict.arfima
, print.predarfima
set.seed(82365) sim <- arfima.sim(1000, model = list(dfrac = 0.4, theta=0.9, dint = 1)) fit <- arfima(sim, order = c(0, 1, 1), back=TRUE) fit pred <- predict(fit, n.ahead = 5) pred plot(pred) #Let's look at more context plot(pred, numback = 50)
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