plot_midas_coef.midas_nlpr: Plot MIDAS coefficients

In midasr: Mixed Data Sampling Regression

Description

Plots MIDAS coefficients of a MIDAS regression for a selected term.

Usage

## S3 method for class 'midas_nlpr'
plot_midas_coef(
  x,
  term_name = NULL,
  title = NULL,
  compare = NULL,
  normalize = FALSE,
  ...
)

Arguments

x	midas_r object
term_name	the term name for which the coefficients are plotted. Default is NULL, which selects the first MIDAS term
title	the title string of the graph. The default is NULL for the default title.
compare	the parameters for weight function to compare with the model, default is NULL
normalize	logical, if FALSE use the weight from the model, if TRUE, set the normalization coefficient of the weight function to 1.
...	not used

Details

Plots MIDAS coefficients of a selected MIDAS regression term together with corresponding MIDAS coefficients and their confidence intervals of unrestricted MIDAS regression

Value

a data frame with restricted MIDAS coefficients, unrestricted MIDAS coefficients and lower and upper confidence interval limits. The data frame is returned invisibly.

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys

midasr documentation built on Feb. 23, 2021, 5:11 p.m.