correlation_plots: Dynamic Correlation Model Plots

In tsmarch: Multivariate ARCH Models

Dynamic Correlation Model Plots

Description

Dynamic Correlation Model Plots

Usage

## S3 method for class 'dcc.estimate'
plot(
  x,
  y = NULL,
  series = NULL,
  index_format = "%Y",
  labels = FALSE,
  cex_labels = 0.8,
  ...
)

## S3 method for class 'cgarch.estimate'
plot(
  x,
  y = NULL,
  series = NULL,
  index_format = "%Y",
  labels = FALSE,
  cex_labels = 0.8,
  ...
)

Arguments

x	an object of class “dcc.estimate” or “cgarch.estimate”.
y	not used
series	for the constant correlation a vector of length 2 indicating the series numbers to use for the pairwise correlation plot. For the dynamic correlation model, if NULL will include all series, else a vector of integers of the series to include.
index_format	for the dynamic correlation plot the x-axis label formatting.
labels	whether to include y-axis labels. For a large number of series it is best to leave this as FALSE.
cex_labels	the shrink factor for the y-axis labels if included.
...	additional parameters passed to the plotting functions.

Value

plots of the correlation.

tsmarch documentation built on April 3, 2025, 7:40 p.m.