plot.VARCP: Plots estimated test statistic

In MasimovR/VARCP:

Description

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

Usage

## 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

## 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 May 28, 2019, 1:48 p.m.