plot.ftsm: Plot fitted model components for a functional time series...

In ftsa: Functional Time Series Analysis

Plot fitted model components for a functional time series model

Description

Plot showing the basis functions in the top row of plots and the coefficients in the bottom row of plots.

Usage

## S3 method for class 'ftsm'
plot(x, components, components.start = 0, xlab1 = x$y$xname, ylab1 = "Basis function", 
 xlab2 = "Time", ylab2 = "Coefficient", mean.lab = "Mean", 
  level.lab = "Level", main.title = "Main effects", 
   interaction.title = "Interaction", basiscol = 1, coeffcol = 1, 
    outlier.col = 2, outlier.pch = 19, outlier.cex = 0.5, ...)   

Arguments

x	Output from ftsm.
components	Number of principal components to plot.
components.start	Plotting specified component.
xlab1	x-axis label for basis functions.
xlab2	x-axis label for coefficient time series.
ylab1	y-axis label for basis functions.
ylab2	y-axis label for coefficient time series.
mean.lab	Label for mean component.
level.lab	Label for level component.
main.title	Title for main effects.
interaction.title	Title for interaction terms.
basiscol	Colors for basis functions if plot.type="components".
coeffcol	Colors for time series coefficients if plot.type="components".
outlier.col	Colour for outlying years.
outlier.pch	Plotting character for outlying years.
outlier.cex	Size of plotting character for outlying years.
...	Plotting parameters.

Value

None. Function produces a plot.

Author(s)

Rob J Hyndman

References

R. J. Hyndman and M. S. Ullah (2007) "Robust forecasting of mortality and fertility rates: A functional data approach", Computational Statistics and Data Analysis, 51(10), 4942-4956.

R. J. Hyndman and H. L. Shang (2009) "Forecasting functional time series" (with discussion), Journal of the Korean Statistical Society, 38(3), 199-221.

See Also

forecast.ftsm, ftsm, plot.fm, plot.ftsf, residuals.fm, summary.fm

Examples

# plot different principal components.	
plot.ftsm(ftsm(y = ElNino_ERSST_region_1and2, order = 2), components = 2)

ftsa documentation built on May 29, 2024, 2:47 a.m.