Plot methods for objects belonging to classes set in package
urca. Depending on the unit root/cointegration test a
suitable graphical presentation is selected.
Methods
x = "ur.ers", y = "missing"
Diagram of fit of the Elliott,
Rothenberg & Stock unit root test of type "DF-GLS" with
residual plot and their acfs' and pacfs'.
x = "ur.kpss", y = "missing"
Residual plot and their acfs' and
pacfs' of the KPSS test.
x = "ca.jo", y = "missing"
Time series plots and associated
cointegration relations for the Johansen procedure.
x = "ca.po", y = "missing"
Residual plot and their acfs' and
pacfs' of the cointegration regression(s) for the Phillips & Ouliaris
test.
x = "ur.pp", y = "missing"
Diagram of fit of the Phillips &
Perron unit root test, residual plot and their acfs' and pacfs'.
x = "ur.sp", y = "missing"
Diagram of fit of the Schmidt &
Phillips unit root test, residual plot and their acfs' and pacfs'.
x = "ur.za", y = "missing"
Plot of recursive t-statistics
as outcome of Zivot & Andrews unit root test.
Author(s)
Bernhard Pfaff
See Also
ur.ers-class, ur.kpss-class,
ca.jo-class, ca.po-class,
ur.pp-class, ur.sp-class and
ur.za-class.