Integer, number of empty bars in barplot to reserve
space for legend. If set to zero, no legend will be returned.
adj.mtext
Adjustment for mtext(), only applicable if plot.type = "multiple".
col
Character vector, colors to use in plot.
col.edf
Character, color of residuals' EDF.
col.fit
Character vector, colors for diagram of fit.
col.mtext
Character, color for mtext(), only applicable
if plot.type = "multiple".
col.resid
Character vector, colors for residual plot.
lag.acf
Integer, lag.max for ACF of residuals.
lag.acf2
Integer, lag.max for ACF of squared residuals.
lag.pacf
Integer, lag.max for PACF of residuals.
lag.pacf2
Integer, lag.max for PACF of squared residuals.
legend
Character vector of names in legend.
lty
Integer/Character, the line types.
lty.fit
Vector, lty for diagram of fit.
lty.resid
Vector, lty for residual plot.
lwd
The width of the lines.
lwd.fit
Vector, lwd for diagram of fit.
lwd.resid
Vector, lwd for residual plot.
main
Character vector, the titles of the plot.
main.acf
Character vector, main for residuals' ACF.
main.acf2
Character vector, main for squared residuals' ACF.
main.fit
Character vector, main for diagram of fit.
main.hist
Character vector, main for histogram of residuals.
main.pacf
Character vector, main for residuals' PACF.
main.pacf2
Character vector, main for squared residuals' PACF.
main.resid
Character vector, main for residual plot.
mar
Setting of margins.
mar.multi
Setting of margins, if plot.type = "multiple".
names
Character vector, the variables names to be plotted. If
left NULL, all variables are plotted.
names.arg
Character vector, names for x-axis of barplot.
nc
Integer, number of columns for multiple plot.
oma
Setting of outer margins.
oma.multi
Setting of margins, if plot.type = "multiple".
padj.mtext
Adjustment for mtext(), only applicable if
plot.type = "multiple".
plot.type
Character, if multiple all plots are drawn in
a single device, otherwise the plots are shown consecutively.
sub
Character, sub title in plot.
x
An object of one of the above classes.
xlab
Character vector signifying the labels for the x-axis.
xlab.acf
Character, xlab for ACF and PACF of residuals and
their squares in plot.varcheck.
xlab.fit
Character vector, xlab for diagram of fit.
xlab.resid
Character vector, xlab for residual plot.
ylab
Character vector signifying the labels for the y-axis.
ylab.acf
Character, ylab for ACF.
ylab.fit
Character vector, ylab for diagram of fit.
ylab.pacf
Character, ylab for PACF
ylab.resid
Character vector, ylab for residual plot.
ylim
Vector, the limits of the y-axis.
ylim.fit
Vector, ylim for diagram of fit.
ylim.hist
Vector, ylim for histogram of residuals.
ylim.resid
Vector, ylim for residual plot.
...
Passed to internal plot function.
Details
The plot-method for objects with class attribute vec2var is the
same as for objects with class attribute varest. Hence, the
same arguments can be utilised.
Author(s)
Bernhard Pfaff
References
Hamilton, J. (1994), Time Series Analysis, Princeton
University Press, Princeton.
Lütkepohl, H. (2006), New Introduction to Multiple Time Series
Analysis, Springer, New York.
Zeileis, A., F. Leisch, K. Hornik and C. Kleiber (2002), strucchange:
An R Package for Testing for Structural Change in Linear Regression
Models, Journal of Statistical Software, 7(2): 1-38,
http://www.jstatsoft.org/v07/i02/
See Also
VAR, vec2var, fevd,
irf, predict, fanchart,
stability, arch.test, normality.test,
serial.test
Examples
## Not run:
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
plot(var.2c)
## Diagnostic Testing
## ARCH test
archtest <- arch.test(var.2c)
plot(archtest)
## Normality test
normalitytest <- normality.test(var.2c)
plot(normalitytest)
## serial correlation test
serialtest <- serial.test(var.2c)
plot(serialtest)
## FEVD
var.2c.fevd <- fevd(var.2c, n.ahead = 5)
plot(var.2c.fevd)
## IRF
var.2c.irf <- irf(var.2c, impulse = "e",
response = c("prod", "rw", "U"), boot = FALSE)
plot(var.2c.irf)
## Prediction
var.2c.prd <- predict(var.2c, n.ahead = 8, ci = 0.95)
plot(var.2c.prd)
## Stability
var.2c.stabil <- stability(var.2c, type = "Rec-CUSUM")
plot(var.2c.stabil)
## End(Not run)