states: Plot State Variables.

In kthohr/BMR: Bayesian Macroeconometrics in R

Description

Plot the filtered state variables of an estimated DSGE or DSGE-VAR model.

Usage

states(obj,...)

## S3 method for class 'DSGEVAR'
states(obj,percentiles=c(.05,.50,.95),
       var_names=NULL,use_mean=FALSE,
       save=FALSE,height=13,width=11,...)
## S3 method for class 'EDSGE'
states(obj,percentiles=c(.05,.50,.95),
       var_names=NULL,use_mean=FALSE,
       save=FALSE,height=13,width=11,...)

Arguments

For objects of class ‘EDSGE’ or ‘DSGEVAR’,

obj	An object of class ‘EDSGE’ or ‘DSGEVAR’.
percentiles	Which percentiles of the distribution to use.
var_names	Name labels for the states.
use_mean	Whether the user would prefer to use the mean of the forecast distribution rather than the middle value in ‘percentiles’.
save	Whether to save the plots.
height	If save=FALSE, use this to set the height of the plot.
width	If save=FALSE, use this to set the width of the plot.
...	Additional arguments (not used).

Details

This function will work with estimated DSGE and DSGEVAR models.

Value

The function returns a plot of the states with user-selected percentiles, as well as the values used to create the plot; see the vignette for more details on the values returned.

Author(s)

Keith O'Hara

Examples

## Not run: 
NKMest <- EDSGE(dsgedata,chains=1,cores=1,
                ObserveMat,initialvals,partomats,
                priorform,priorpars,parbounds,par_names,
                optimMethod=c("Nelder-Mead","CG"),
                optimLower=NULL,optimUpper=NULL,
                optimControl=list(maxit=10000),
                DSGEIRFs=TRUE,irf.periods=40,
                scalepar=0.27,keep=50000,burnin=75000,
                tables=TRUE)
#
var_names=c("Output Gap","Output","Inflation","Natural Int",
           "Nominal Int","Labour Supply","Technology","MonetaryPolicy")
states(NKMest,percentiles=c(0.01,0.50,0.99),var_names=var_names)

## End(Not run)

kthohr/BMR documentation built on May 20, 2019, 7:04 p.m.