fanchart: Fanchart plot for objects of class varprd
In cheaton/vars2: VAR Modelling

Description Usage Arguments Author(s) References See Also Examples

Time Series plots of VAR forecasts with differently shaded confidence regions (fanchart) for each endogenous variable.

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fanchart(x, colors = NULL, cis = NULL, names = NULL, main = NULL, ylab =
NULL, xlab = NULL, col.y = NULL, nc, plot.type = c("multiple",
"single"), mar = par("mar"), oma = par("oma"), ... )

`x`	An object of class ‘`varprd`’; generated by `predict()`.
`colors`	Character vector of colors to be used for shading. If unset, a gray color scheme is used.
`cis`	A numeric vector of confidence intervals. If unset the sequence from 0.1 to 0.9 is used (step size 0.1).
`names`	Character vector, names of variables for fancharts. If unset, all variables are plotted.
`main`	Character vector, title for fanchart plots.
`ylab`	Character, ylab for fanchart.
`xlab`	Character, xlab for fanchart.
`col.y`	Character, color for plotted time series.
`plot.type`	Character, if multiple all fancharts appear in one device.
`nc`	Integer, number of columns if plot.type is multiple.
`mar`	Vector, setting of margins.
`oma`	Vector, setting of outer margins.
`...`	Dot argument, passed to plot.ts.

Bernhard Pfaff

Britton, E., P.G. Fisher and J.D. Whitley (1998), Inflation Report projections: understanding the fan chart, Bank of England Quarterly Bulletin, February, Bank of England, pages 30-37.

VAR, predict, plot, par

## Not run: 
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.prd <- predict(var.2c, n.ahead = 8, ci = 0.95)
fanchart(var.2c.prd)

## End(Not run)