plot.bayesianVARs_fitted | R Documentation |
Visualization of in-sample fit of an estimated VAR.
## S3 method for class 'bayesianVARs_fitted'
plot(
x,
dates = NULL,
vars = "all",
quantiles = c(0.05, 0.5, 0.95),
n_col = 1L,
...
)
x |
A |
dates |
optional vector of dates for labelling the x-axis. The default
values is |
vars |
character vector containing the names of the variables to be
visualized. The default is |
quantiles |
numeric vector indicating which quantiles to plot. |
n_col |
integer indicating the number of columns to use for plotting. |
... |
Currently ignored. |
returns x
invisibly
fitted method for class 'bayesianVARs_bvar': fitted.bayesianVARs_bvar()
.
Other plotting plot.bayesianVARs_bvar()
,
plot.bayesianVARs_fitted()
, plot.bayesianVARs_predict()
,
pairs.bayesianVARs_predict()
, posterior_heatmap()
.
# Access a subset of the usmacro_growth dataset
data <- usmacro_growth[,c("GDPC1", "CPIAUCSL", "FEDFUNDS")]
# Estimate a model
mod <- bvar(data, sv_keep = "all", quiet = TRUE)
# Simulate predicted historical values including the error term.
pred <- fitted(mod, error_term = TRUE)
# Visualize
plot(pred)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.