plot-methods: Plotting methods for SETAR and LSTAR subclasses

In tsDyn: Nonlinear Time Series Models with Regime Switching

Plotting methods for SETAR and LSTAR subclasses

Description

Plotting methods ‘setar’ and ‘lstar’ subclasses

Usage

## S3 method for class 'setar'
plot(x, ask=interactive(), legend=FALSE, regSwStart, regSwStop, ...)
## S3 method for class 'lstar'
plot(x, ask=interactive(), legend=FALSE, regSwStart, regSwStop, ...)

Arguments

x	fitted ‘setar’ or ‘lstar’ object
ask	graphical option. See par
legend	Should a legend be plotted? (logical)
regSwStart, regSwStop	optional starting and stopping time indices for regime switching plot
...	further arguments to be passed to and from other methods

Details

These plot methods produce a plot which gives to you an idea of the behaviour of the fitted model.

Firstly, if embedding dimension is, say, m, m scatterplots are produced. On the x axis you have the lagged time series values. On the y axis the ‘response’ time series values. Observed points are represented with different colors-symbols depending on the level of the threshold variable. Specifically, for the setar model, black means ‘low regime’, red means ‘high regime’. For the lstar model, where the self-threshold variable is continuous, threshold values are grouped in 5 different zones with the same number of points in each. Note that if more than 300 points are to be plotted, they all share the same symbol, and regimes can be distinguished only by color. If you want, by specifying legend=TRUE a legend is added at the upper-left corner of each scatterplot. To each scatterplot, a dashed line is superposed, which links subsequent fitted values.

Finally, a new time series plot is produced, with lines segments coloured depending on the regime (colors meanings are the same of those in the preceding scatterplots). Optionally, you can specify a starting and ending time indices, for zooming on a particular segment of the time series.

Author(s)

Antonio, Fabio Di Narzo

See Also

setar, lstar

nlar-methods for other generic available methods for this kind of objects.

Examples

##
##See 'setar' examples
##

tsDyn documentation built on Oct. 31, 2024, 5:08 p.m.