plot_autocorr: autocorrelation of posterior draws

In joergrieger/bvar: Estimation and forecasting of bayesian VAR models

Description

autocorrelation of posterior draws

Usage

plot_autocorr(obj, lag = 1, maxlag = 20, ...)

## S3 method for class 'bvar'
plot_autocorr(obj, lag = 1, maxlag = 20, ...)

Arguments

obj	an estimated BVAR-model
lag	lag for parameters (0=intercept)
maxlag	maximum lag for autocorrelation
...	not used

joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.