plot.predarfima: Plots the original time series, the predictions, and the...

In JQVeenstra/arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling

Plots the original time series, the predictions, and the prediction intervals for a predarfima object.

Description

This function takes a predarfima object generated by predict.arfima and plots all of the information contained in it. The colour code is as follows:

Usage

## S3 method for class 'predarfima'
plot(
  x,
  xlab = NULL,
  ylab = NULL,
  main = NULL,
  ylim = NULL,
  numback = 5,
  xlim = NULL,
  ...
)

Arguments

x	A predarfima object
xlab	Optional
ylab	Optional
main	Optional
ylim	Optional
numback	The number of last values of the original series to plot defined by the user. The default is five
xlim	Optional
...	Currently not used

Details

grey: exact prediction red: exact prediction intervals (PIs) orange: limiting PIs

See predict.arfima.

Value

None. Generates a plot

Author(s)

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

predict.arfima, print.predarfima

Examples

set.seed(82365)
sim <- arfima.sim(1000, model = list(dfrac = 0.4, theta=0.9, dint = 1))
fit <- arfima(sim, order = c(0, 1, 1), back=TRUE)
fit
pred <- predict(fit, n.ahead = 5)
pred
plot(pred)
#Let's look at more context
plot(pred, numback = 50)

JQVeenstra/arfima documentation built on Jan. 31, 2024, 12:11 p.m.