autoplot-hfilter-method: 'ggplot2' Plot Method for the Results of a Hamilton Filter

In deseats: Data-Driven Locally Weighted Regression for Trend and Seasonality in TS

ggplot2 Plot Method for the Results of a Hamilton Filter

Description

Visualize the results of an applied Hamilton filter in the style of ggplot2.

Usage

## S4 method for signature 'hfilter'
autoplot(object, which = NULL, ...)

Arguments

object	an object of class "hfilter", as returned by the function hamilton_filter.
which	either a string or a number can be entered to select a plot type from the function call; options are (1) a facet plot of the components, (2) the observed time series, (3) the observations together with the fitted values, and (4) the residuals; for which = NULL, the plot type can be selected interactively in the console.
...	currently without use, implemented for compatibility.

Value

This method returns a ggplot2 plot object, i.e. an object of classes "gg" and "ggplot".

Author(s)

• Dominik Schulz (Research Assistant) (Department of Economics, Paderborn University),
  Author and Package Creator

Examples

est <- hamilton_filter(log(EXPENDITURES))
autoplot(est, which = 3, col = c(1, 6))
autoplot(est, which = 4)

deseats documentation built on Sept. 11, 2024, 8:24 p.m.