cable.ar.p.plot: Plot Bent Cable AR(p) Fit Over Data

In bentcableAR: Bent-Cable Regression for Independent Data or Autoregressive Time Series

Plot Bent Cable AR(p) Fit Over Data

Description

Plot the bent-cable AR(p) regression.

Usage

cable.ar.p.plot(ar.p.fit, xlab = "time", ylab = "", main = NULL, ctp.ci = NULL)

Arguments

ar.p.fit	A cable.ar.p.iter object for AR(p) data, p>0.
xlab	Character string: x-axis label.
ylab	Character string: y-axis label.
main	Character string: plot title.
ctp.ci	A cable.change.conf object.

Details

The time series data and bent-cable / broken-stick fit are extracted from the argument ar.p.fit. These data are then plotted, with the fitted regression superimposed in red. The estimated transition τ and τ \pm γ are also marked in red. The optional ctp.ci, if provided, adds to the plot in blue the confidence interval for the CTP (unique point at which the cable's slope changes sign).

Warning

This function fails if ar.p.fit is from a non-AR(p>0) fit. For fits with independent data, use cable.lines.

Note

This function is intended for internal use by bentcable.ar.

Author(s)

Grace Chiu

References

See the bentcableAR package references.

See Also

cable.lines, plot, par

Examples

data(sockeye)

# AR(2) cable fit
fit.ar2 <- cable.ar.p.iter( c(13,.1,-.5,11,4,.5,-.5),
	sockeye$logReturns, tol=1e-4 )
cable.ar.p.plot( fit.ar2, ctp.ci=cable.change.conf( fit.ar2, .9 ) )

	# compare to this:
	# fit.ar2 <- bentcable.ar( sockeye$logReturns, 
	#	init.cable=c(13,.1,-.5,11,4), p=2, ci.level=.9 )
	# cable.ar.p.plot( fit.ar2$cable, ctp.ci=fit.ar2$ctp )

# AR(4) stick fit
fit.ar4 <- cable.ar.p.iter( c(13,.1,-.5,11,.5,-.5,.5,-.5),
	sockeye$logReturns, tol=1e-4, stick=TRUE )
cable.ar.p.plot( fit.ar4, ctp.ci=cable.change.conf( fit.ar4, .9 ) )

	# compare to this:
	# fit.ar4 <- bentcable.ar( sockeye$logReturns,
	#	init.cable=c(13,.1,-.5,11), p=4, stick=TRUE, ci.level=.9 )
	# cable.ar.p.plot( fit.ar4$cable, ctp.ci=fit.ar4$ctp )

bentcableAR documentation built on June 28, 2022, 5:05 p.m.