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

Description Usage Arguments Details Note Author(s)

Description

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

Usage

1
2
3
## 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 potto@europa-uni.de


spGARCH documentation built on Sept. 2, 2020, 9:07 a.m.

Related to plot.spARCH in spGARCH...