plot.stochvolTMB: Plot the estimated latent volatility process

In stochvolTMB: Likelihood Estimation of Stochastic Volatility Models

Description

Displays the estimated latent volatility process over time.

Usage

## S3 method for class 'stochvolTMB'
plot(x, ..., include_ci = TRUE, plot_log = TRUE, dates = NULL, forecast = NULL)

Arguments

x	A stochvolTMB object returned from estimate_parameters.
...	Currently not used.
include_ci	Logical value indicating if volatility should be plotted with approximately 95% confidence interval.
plot_log	Logical value indicating if the estimated should be plotted on log or original scale. If plot_log = TRUE the process h is plotted. If plot_log = FALSE 100 sigma_y exp(h / 2) is plotted.
dates	Vector of length ncol(x$nobs), providing optional dates for labeling the x-axis. The default value is NULL; in this case, the axis will be labeled with numbers.
forecast	Integer specifying number of steps to forecast.

Value

ggplot object with plot of estimated estimated volatility.

stochvolTMB documentation built on Aug. 13, 2021, 5:07 p.m.