Description Usage Arguments Value Examples

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

1 2 |

`VARCP` |
A list of class "VARCP" |

`a` |
Level of significance for which critical values are computed |

`...` |
Additional graphical arguments |

Displays a plot with automaticaly computed critical values

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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.

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