plot.VARCP: Plots estimated test statistic

Description Usage Arguments Value Examples

View source: R/methods.R

Description

This function creates plot of computed test statistic with ability to add critical values as a red line

Usage

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## S3 method for class 'VARCP'
plot(VARCP, a = 0.05, ...)

Arguments

VARCP

A list of class "VARCP"

a

Level of significance for which critical values are computed

...

Additional graphical arguments

Value

Displays a plot with automaticaly computed critical values

Examples

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## Simulation of time series of length 200
phi <- matrix(c(0.2,-0.6,0.3,1),2,2)
sig <- matrix(c(4,0.8,0.8,1),2,2)
data <- VARMAsim(200, arlags = 1, phi = phi, sigma = sig)
model <- VAR(data[["series"]], p = 1)

## Test estimation
CUSUM <- statcomp(model, type = "CUSUM")

Visualizing computed test statistic
plot(CUSUM, a = 0.1)
plot(CUSUM, a = 0.05)

MasimovR/VARCP documentation built on Jan. 15, 2018, 10:14 a.m.