plot.vws: Plots vws estimate results

In bjorn81/vws: Multivariate time series regression in R

Description

plot.vws plots fitted vs actual and residuals for regression with ARMA errors

Usage

## S3 method for class 'vws'
plot(object, which = c(1, 2, 3), fromdate = NULL,
  todate = NULL, interactive = FALSE)

Arguments

object	an object of class vws
which	as in plots to show
fromdate	starting date to plot from, has to be readable as date
todate	ending date in plot
interactive	if true lets you click on data points in plot 1 (actual)

Details

By default 2 sets of plots are shown. First actual v.s. fitted and residuals. Second two graphs showing the auto correaltion function (ACF) and the partial autocorrelation fuction.

Value

the imput object is returned silently

Examples

eu<-data.frame(EuStockMarkets)
eu$date<-seq.Date(from = as.Date('2014-01-30'), by = 'day', length.out = nrow(eu))
reg<-vws(diff(DAX, 1)~diff(CAC,1)+diff(SMI,1)+lag(diff(SMI,1),-5), ar=1, ma = 0, 
   data = subset(eu, subset = date>'2019-01-01'), datecolumn = "date")
plot(reg, which = 1, interactive=TRUE)
plot(reg, fromdate = "2019-02-15", todate = "2019-03-01")

bjorn81/vws documentation built on May 16, 2019, 4:54 p.m.