plot_UnivVola: Plot univariate volatility models

In LFUrmutils: LFU Risk Management Utilities

Description

Plot methods for univariate volatility models.

Usage

## S3 method for class 'UnivVola'
plot(x, which = "ask", ...)

Arguments

x	An object of class "UnivVola"
which	A character string denoting which plot should be displayed.
...	Optional Arguments to be passted.

Details

The generic function plot allows to display 10 graphs. These are the

Time Series Plot,
Conditional Standard Deviation (Volatility) Plot,
Series Plot with 1.96 Conditional SD Superimposed,
Autocorrelation Function Plot of Observations,
Autocorrelation Function Plot of Squared Observations,
Cross Correlation Plot between (Squared) Observations,
Standardized Residuals Plot,
ACF Plot of Standardized Residuals,
ACF Plot of Squared Standardized Residuals,
Cross Correlation Plot between (Standardized Residuals),
QQ-Plot of Standardized Residuals,
Time Series Plot of the Simple Errors,
Time Series Plot of the Squared Errors

Author(s)

Bernhard Eder

See Also

UnivVola

Examples

# Load returns
data("CRSPday_zoo")
y <- CRSPday_zoo

# Compute univariate volatility model
ma <- UnivVola(y[, 1], type = "MovingAverage", center = TRUE)

# Plot volatility
plot(ma, which = 2)

## Not run: 
# Interactive plot
plot(ma)

## End(Not run)

LFUrmutils documentation built on Jan. 3, 2020, 3 a.m.