Description Usage Arguments Details Value Author(s) References
Produces a plot of local multiple regressions.
1 | plot_local.multiple.regression(Lst, nsig=2, xaxt="s")
|
Lst |
A list from local.multiple.regression. |
nsig |
An optional value for the number of significant variables to plot_ Default is 2. |
xaxt |
An optional vector of labels for the "x" axis. Default is 1:n. |
The routine produces a time series plot of local multiple regressions with its confidence interval. Also, at every upturn and downturn of the corresponding local multiple correlation, the name of the variable that maximizes that multiple correlation against the rest is shown on top. The others are named ordered by significance when they are relevant.
Plot.
Javier Fernández-Macho, Dpt. of Quantitative Methods, University of the Basque Country, Agirre Lehendakari etorb. 83, E48015 BILBAO, Spain. (email: javier.fernandezmacho at ehu.eus).
Fernández-Macho, J., 2018. Time-localized wavelet multiple regression and correlation, Physica A: Statistical Mechanics, vol. 490, p. 1226–1238. <DOI:10.1016/j.physa.2017.11.050>
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