View source: R/midas_r_methods.R
plot_midas_coef | R Documentation |
Plots MIDAS coefficients of a MIDAS regression for a selected term.
plot_midas_coef(x, term_name, title, ...) ## S3 method for class 'midas_r' plot_midas_coef( x, term_name = NULL, title = NULL, vcov. = sandwich, unrestricted = x$unrestricted, ... )
x |
|
term_name |
the term name for which the coefficients are plotted. Default is |
title |
the title string of the graph. The default is |
... |
additional arguments passed to |
vcov. |
the covariance matrix to calculate the standard deviation of the cofficients |
unrestricted |
the unrestricted model, the default is unrestricted model from the |
Plots MIDAS coefficients of a selected MIDAS regression term together with corresponding MIDAS coefficients and their confidence intervals of unrestricted MIDAS regression
a data frame with restricted MIDAS coefficients, unrestricted MIDAS coefficients and lower and upper confidence interval limits. The data frame is returned invisibly.
Virmantas Kvedaras, Vaidotas Zemlys
data("USrealgdp") data("USunempr") y <- diff(log(USrealgdp)) x <- window(diff(USunempr), start = 1949) trend <- 1:length(y) ##24 high frequency lags of x included mr <- midas_r(y ~ trend + fmls(x, 23, 12, nealmon), start = list(x = rep(0, 3))) plot_midas_coef(mr)
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