plot: Plotting method for a '"ccc"', '"dcc"' or '"cdcc"' class...

In ccgarch2: Conditional Correlation GARCH Models

Description

plot is a generic function for S3 plotting methods for a "ccc", "dcc" or "cdcc" class object.

Usage

## S3 method for class 'ccc'
plot(x, item, main = NULL, sub = NULL, xlab = NULL, ylab = NULL, 
  lwd = NULL, ...)

## S3 method for class 'dcc'
plot(x, item, main = NULL, sub = NULL, xlab = NULL, ylab = NULL, 
  lwd = NULL, ...)

## S3 method for class 'cdcc'
plot(x, item, main = NULL, sub = NULL, xlab = NULL, ylab = NULL, 
  lwd = NULL, ...)

Arguments

x	an object of class "ccc", "dcc" or "cdcc", or a corresponding summary class object.
item	a character string determining the object to be plotted. One of "correlation", "volatility", "std.residuals" and "return" is allowed.
main	the main title of the plot.
sub	the sub-title of the plot. If unspecified, no sub-title is displayed.
xlab	the x label of the plot. If missing, "Time" is used. Setting xlab = "" displays no x label.
ylab	the y label of the plot. If missing, ylab = "Series 1" and so on is used. Setting ylab = "" displays no y label.
lwd	the line width for the plot. If missing, lwd = 1 is used.
...	optional arguments passed to plot.zoo()

Details

An S3 method plot is used to plot the return data, estimated volatilities or estimated dynamic conditional correlations.

plot depicts multiple time series plot in a single plot window. The argument item determines which item to be plotted. One of “correlation”, “volatility”, “std.residuals” and “return” should be chosen.

These are internally coerced to zoo objects, so that optional arguments for plot.zoo() can be passed through the “...” argument.

If “correlation” is selected for a “ccc” class object, it is terminated with error.

See Also

estimateCCC, estimateDCC, estimateCDCC

Examples

## See examples in "estimateCCC", "estimateDCC", or "estimateCDCC".

ccgarch2 documentation built on May 2, 2019, 5:56 p.m.