plot.dfm: Plot DFM

In dfms: Dynamic Factor Models

Plot DFM

Description

Plot DFM

Usage

## S3 method for class 'dfm'
plot(
  x,
  method = switch(x$em.method, none = "2s", "qml"),
  type = c("joint", "individual", "residual"),
  scale.factors = TRUE,
  ...
)

## S3 method for class 'dfm'
screeplot(x, ...)

Arguments

x	an object class 'dfm'.
method	character. The factor estimates to use: one of "qml", "2s", "pca" or "all" to plot all estimates.
type	character. The type of plot: "joint", "individual" or "residual".
scale.factors	logical. Standardize factor estimates, this usually improves the plot since the factor estimates corresponding to the greatest PCA eigenvalues tend to have a greater variance than the data.
...	for plot.dfm: further arguments to plot, ts.plot, or boxplot, depending on the type of plot. For screeplot.dfm: further arguments to screeplot.ICr.

Value

Nothing.

Examples

# Fit DFM with 3 factors and 3 lags in the transition equation
mod = DFM(diff(BM14_M), r = 3, p = 3)
plot(mod)
plot(mod, type = "individual", method = "all")
plot(mod, type = "residual")

dfms documentation built on June 22, 2024, 10:31 a.m.