tfplot.forecastCov: Plots of Forecast Variance

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Generate plots of forecast variance calculated by forecastCov.

Usage

    ## S3 method for class 'forecastCov'
tfplot(x, ...,
       series = 1:dim(x$forecastCov[[1]])[2], 
       select.cov = 1:length(x$forecastCov), select.true =TRUE, 
       select.zero =TRUE, select.trend =TRUE, y.limit = NULL, line.labels =FALSE, 
       lty = NULL, Legend = NULL, Title = NULL,
       graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE)
    ## S3 method for class 'forecastCovEstimatorsWRTdata'
tfplot(x, 
        series=1:dim(x$forecastCov[[1]])[2], 
        select.cov=1:length(x$forecastCov),
        select.zero=TRUE, select.trend=TRUE,
        graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE, lty=NULL, ...)

Arguments

x	The result of forecastCov.
series	integer or string indicating the series which should be plotted.
select.cov	logical indicating that for the case of multiple models select the covariance to be plotted.
select.true	logical indicating that results from the forecast of the true model (if available) should be plotted.
select.zero	logical indicating that results from a forecast of zero should be plotted.
select.trend	logical indicating that results from a forecast of trend should be plotted.
graphs.per.page	The number of graphs to put on a page.
mar	plot margins (see par).
reset.screen	logical indicating if the plot window should be cleared before starting.
lty	see details.
Legend	optional legend passed to legend.
Title	optional legend passed to title (but see details).
y.limit	optional limit on the y scale. Covariance values larger than y.limit will not be shown.
line.labels	logical indicating line labels should be printed.
...	For forecastCov objects this allows additional objects to be plotted. For forecastCovEstimatorsWRTdata ... are passed to other methods.

Details

This function produces plots of the variance at different horizons. Output graphics can be paused between pages by setting par(ask=TRUE). If lty is NULL (default) it is set to seq(length(select.cov) +select.true+select.zero+select.trend), and corrected if these are TRUE but not in the object.

The Title is not put on the plot if the global option PlotTitles is FALSE. This can be set with options(PlotTitles=FALSE). This provides a convenient mechanism to omit all titles when the title may be added separately (e.g. in Latex).

Value

None

See Also

plot

Examples

    data("eg1.DSE.data.diff", package="dse")
    model <- estVARXls(eg1.DSE.data.diff)
    z <- forecastCov(model, data=eg1.DSE.data.diff)
    tfplot(z)

dse documentation built on March 26, 2020, 7:12 p.m.