This function conveniently plots the residuals of the Covariate Augmented Dickey-Fuller
or the standard Augmented Dickey-Fuller regression carried out in CADFtest.
Usage
## S3 method for class 'CADFtest'
plot(x, plots=(1:4), ...)
Arguments
x
an object belonging to the class CADFtest.
plots
the plots to be produced (all the four plots by default):
1: standardized residuals plot;
2: density of the residuals, with an indication of the p-value of the Jarque-Bera test
for normality;
3: ACF of the residuals;
4: partial ACF of the residuals.
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(CADFtest)
Loading required package: dynlm
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
Loading required package: sandwich
Loading required package: tseries
Loading required package: urca
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/CADFtest/plot.CADFtest.Rd_%03d_medium.png", width=480, height=480)
> ### Name: plot.CADFtest
> ### Title: Function to plot CADFtest objects
> ### Aliases: plot.CADFtest
>
> ### ** Examples
>
> data(npext, package="urca")
> ADFt <- CADFtest(npext$realgnp, type="trend")
> plot(ADFt, plots=c(3,4))
>
>
>
>
>
> dev.off()
null device
1
>
providing 
.