plot.cointReg: Plot Method for Cointegration Models (Modified OLS).

In cointReg: Parameter Estimation and Inference in a Cointegrating Regression

Description

Plotting objects of class "cointReg". Currently, only the residuals will be plotted.

Usage

## S3 method for class 'cointReg'
plot(x, type, main, xlab, ylab, axes = TRUE, ...)

Arguments

x	[cointReg] Object of class "cointReg", i.e. the result of cointRegFM, cointRegD, or cointRegIM.
type	[character] Plot type (from plot). Default is "l".
main, xlab, ylab	[character] Title and axis titles (from plot). Default values will be generated from the contents of x.
axes	[logical] Whether to add axes (from plot) to the plot.
...	[any] Further arguments passed to plot.

See Also

Other cointReg: cointRegD, cointRegFM, cointRegIM, cointReg, print.cointReg

Examples

set.seed(42)
x = data.frame(x1 = cumsum(rnorm(200)), x2 = cumsum(rnorm(200)))
eps1 = rnorm(200, sd = 2)
y = x$x1 - x$x2 + 10 + eps1
deter = cbind(level = rep(1, 200))
test = cointRegFM(x = x, y = y, deter = deter)
plot(test)

cointReg documentation built on May 2, 2019, 3:45 a.m.