plot.odpc: Plot One-Sided Dynamic Principal Components

In odpc: One-Sided Dynamic Principal Components

Plot One-Sided Dynamic Principal Components

Description

Plots an odpc object.

Usage

## S3 method for class 'odpc'
plot(x, which = 'Component', which_load = 0, ...)

Arguments

x	An object of class odpc, usually one of the entries of the result of odpc.
which	String. Indicates what to plot, either 'Component' or 'Loadings'. Default is 'Component'.
which_load	Lag number indicating which loadings should be plotted. Only used if which = 'Loadings'. Default is 0.
...	Additional arguments to be passed to the plotting functions.

See Also

odpc

Examples

T <- 200 #length of series
m <- 10 #number of series
set.seed(1234)
f <- rnorm(T + 1)
x <- matrix(0, T, m)
u <- matrix(rnorm(T * m), T, m)
for (i in 1:m) {
    x[, i] <- 10 * sin(2 * pi * (i/m)) * f[1:T] + 10 * cos(2 * pi * (i/m)) * f[2:(T + 1)] + u[, i]
}
fit <- odpc(x, ks = c(1))
plot(fit[[1]], xlab = '', ylab = '')

odpc documentation built on March 18, 2022, 7:32 p.m.