Description Usage Arguments See Also Examples
Plotting objects of class "cointmonitoR"
.
1 2 3 4 |
x |
[ |
what |
[ |
type |
[ |
main, xlab, ylab |
[ |
axes, legend |
[ |
main.val, xlab.val, ylab.val |
[ |
lines |
[ |
... |
[ |
Other cointmonitoR: monitorCointegration
,
monitorStationarity
,
print.cointmonitoR
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 | ### Monitoring stationarity (no break):
set.seed(1909)
x = rnorm(200)
test = monitorStationarity(x, m = 0.5)
plot(test)
oldpar = par(mfrow = c(2, 1), mar = c(4, 4, 1, 1))
plot(test, what = "both", legend = FALSE, main = "", main.val = "")
par(oldpar)
### Monitoring stationarity (break):
x = c(x[1:100], cumsum(rnorm(100, sd = 0.5)) + x[101:200])
test2 = monitorStationarity(x, m = 0.5)
plot(test2)
oldpar = par(mfrow = c(2, 1), mar = c(4, 4, 1, 1))
plot(test2, what = "both", legend = FALSE, main = "", main.val = "")
par(oldpar)
### Monitoring cointegration (no break):
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
test3 = monitorCointegration(x = x, y = y, m = 0.5, model = "FM")
plot(test3)
oldpar = par(mfrow = c(2, 1), mar = c(4, 4, 1, 1))
plot(test3, what = "both", legend = FALSE, main = "", main.val = "")
par(oldpar)
### Monitoring cointegration (break):
eps2 = c(eps1[1:100], cumsum(eps1[101:200]))
y = x$x1 - x$x2 + 10 + eps2
test4 = monitorCointegration(x = x, y = y, m = 0.5, model = "FM")
plot(test4)
oldpar = par(mfrow = c(2, 1), mar = c(4, 4, 1, 1))
plot(test4, what = "both", legend = FALSE, main = "", main.val = "")
par(oldpar)
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