plot.altf: Plots Selected Outcomes from 'altf' Object.

In fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

Plots Selected Outcomes from altf Object.

Description

The function plots selected outcomes from altf object.

Usage

## S3 method for class 'altf'
plot(x,non.interactive=NULL, ...)

Arguments

x	an object of altf class
non.interactive	optional, logical, indicate whether plots should be made in non-interactive mode, by default non.interactive=FALSE, i.e., the user specifies in the interactive menu which plots will be made
...	not used

Details

After executing the command, the User is asked to choose

1 - for plotting regression coefficients in separate png files, saved in the temporary directory, and moreover, to paste them into one big plot (also saved as a png file in the temporary directory),

2 - for plotting p-values for t-test of statistical significance for regression coefficients from applied models, in separate png files, saved in the temporary directory, and moreover, to paste them into one big plot (also saved as a png file in the temporary directory).

Chosing 0 exits the plot command.

If non.interactive=TRUE all the above plots are made.

Value

Called for making a plot.

Note

Coefficients are plotted only for rec. OLS, roll. OLS, TVP, TVP-AR(1) and TVP-AR(2) models. P-values – for rec. OLS and roll. OLS.

It is suggested to execute graphics.off before exectuing plot command for altf object. However, the User should take care to save all other plots before executing this command, as they can be lost.

If graphics.off is not executed before plotting altf object, sometimes a legend might cover the important parts of the plot.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
a <- altf(y=wti,x=drivers)

plot(a)

fDMA documentation built on July 26, 2023, 6:09 p.m.