plot.spARCH: Descriptive plots for residuals of a fitted spatial ARCH...

In spGARCH: Spatial ARCH and GARCH Models (spGARCH)

Descriptive plots for residuals of a fitted spatial ARCH model

Description

The function depicts several descriptive statistics of the residuals of a fitted spatial ARCH model.

Usage

## S3 method for class 'spARCH'
## S3 method for class 'spARCH'
plot(x, which = c(1:3), ask, ..., qqline = TRUE)

Arguments

x	spARCH object generated by qml.spARCH or qml.SARspARCH.
which	Index number of plot to be returned.
ask	if TRUE, the user is asked before plotting the next figure.
...	Other arguments.
qqline	A line of the normal distribution for comparison is added to the Q-Q plot, if qqline = TRUE.

Details

The function plot.spARCH provides several descriptive plots to analyze the residuals of a fitted spatial ARCH model, namely (1) Moran's plot for residuals, (2) Moran's plot for squared residuals, and (3) Normal Q-Q plot for standardized residuals.

Note

For details of moran.plot see: help(moran.plot).

Author(s)

Philipp Otto [e-mail]

spGARCH documentation built on April 11, 2025, 5:51 p.m.