autoplot.radf_obj: Plotting 'radf' models

In exuber: Econometric Analysis of Explosive Time Series

Plotting radf models

Description

autoplot.radf_obj takes radf_obj and radf_cv and returns a faceted ggplot object. shade is used as an input to shape_opt. shade modifies the geom_rect layer that demarcates the exuberance periods.

Usage

## S3 method for class 'radf_obj'
autoplot(
  object,
  cv = NULL,
  sig_lvl = 95,
  option = c("gsadf", "sadf"),
  min_duration = 0L,
  select_series = NULL,
  nonrejected = FALSE,
  shade_opt = shade(),
  trunc = TRUE,
  include_negative = "DEPRECATED",
  ...
)

## S3 method for class 'radf_obj'
autoplot2(
  object,
  cv = NULL,
  sig_lvl = 95,
  option = c("gsadf", "sadf"),
  min_duration = 0L,
  select_series = NULL,
  nonrejected = FALSE,
  trunc = TRUE,
  shade_opt = shade(),
  ...
)

shade(
  fill = "grey55",
  fill_negative = fill,
  fill_ongoing = NULL,
  opacity = 0.3,
  ...
)

Arguments

object	An object of class obj.
cv	An object of class cv.
sig_lvl	Significance level. It could be one of 90, 95 or 99.
option	Whether to apply the "gsadf" or "sadf" methodology (default = "gsadf").
min_duration	The minimum duration of an explosive period for it to be reported (default = 0).
select_series	A vector of column names or numbers specifying the series to be used in plotting. Note that the order of the series does not alter the order used in plotting.
nonrejected	If TRUE, plot all variables regardless of rejecting the NULL at the 5 percent significance level.
shade_opt	Shading options, typically set using shade function.
trunc	Whether to remove the period of the minimum window from the plot (default = TRUE).
include_negative	Argument name is deprecated and substituted with nonrejected.
...	Further arguments passed to ggplot2::facet_wrap and ggplot2::geom_rect for shade.
fill	The shade color that indicates the exuberance periods with positive signal
fill_negative	The shade color that indicates the exuberance periods with positive signal
fill_ongoing	The shade color that indicates the exuberance periods that are ongoing the null hypothesis.
opacity	The opacity of the shade color aka alpha.

Value

A ggplot2::ggplot()

Examples

rsim_data <- radf(sim_data_wdate)

autoplot(rsim_data)

# Modify facet_wrap options through ellipsis
autoplot(rsim_data, scales = "free_y", dir  = "v")

# Modify the shading options
autoplot(rsim_data, shade_opt = shade(fill = "pink", opacity = 0.5))

# Allow for nonrejected series to be plotted
autoplot(rsim_data, nonrejected = TRUE)

# Remove the shading completely (2 ways)
autoplot(rsim_data, shade_opt = NULL)
autoplot(rsim_data, shade_opt = shade(opacity = 0))

# Plot only the series with the shading options
autoplot2(rsim_data)
autoplot2(rsim_data, trunc = FALSE) # keep the minw period

# We will need ggplot2 from here on out
library(ggplot2)

# Change (overwrite) color, size or linetype
autoplot(rsim_data) +
  scale_color_manual(values = c("black", "black")) +
  scale_size_manual(values = c(0.9, 1)) +
  scale_linetype_manual(values = c("solid", "solid"))

# Change names through labeller (first way)
custom_labels <- c("psy1" = "new_name_for_psy1", "psy2" = "new_name_for_psy2")
autoplot(rsim_data, labeller = labeller(.default = label_value, id = as_labeller(custom_labels)))

# Change names through labeller (second way)
custom_labels2 <- series_names(rsim_data)
names(custom_labels2) <- custom_labels2
custom_labels2[c(3,5)] <- c("Evans", "Blanchard")
autoplot(rsim_data, labeller = labeller(id = custom_labels2))

# Or change names before plotting
series_names(rsim_data) <- LETTERS[1:5]
autoplot(rsim_data)

# Change Theme options
autoplot(rsim_data) +
  theme(legend.position = "right")
 

exuber documentation built on March 31, 2023, 9:51 p.m.