odpc (version 2.0.5)

plot.odpc: Plot One-Sided Dynamic Principal Components

Description

Plots an odpc object.

Usage

# S3 method for odpc
plot(x, which = 'Component', which_load = 0, …)

Arguments

x

An object of class odpc, usually one of the entries of the result of odpc.

which

String. Indicates what to plot, either 'Component' or 'Loadings'. Default is 'Component'.

which_load

Lag number indicating which loadings should be plotted. Only used if which = 'Loadings'. Default is 0.

…

Additional arguments to be passed to the plotting functions.

See Also

odpc

Examples

# NOT RUN {
T <- 200 #length of series
m <- 10 #number of series
set.seed(1234)
f <- rnorm(T + 1)
x <- matrix(0, T, m)
u <- matrix(rnorm(T * m), T, m)
for (i in 1:m) {
    x[, i] <- 10 * sin(2 * pi * (i/m)) * f[1:T] + 10 * cos(2 * pi * (i/m)) * f[2:(T + 1)] + u[, i]
}
fit <- odpc(x, ks = c(1))
plot(fit[[1]], xlab = '', ylab = '')
# }