vars (version 0.1.7)

plot.varcheck: Plot method for objects of class varcheck

Description

Time series plots of the residuals, their empirical distribution and ACFs/PACFs, as well as the ACFs/PACFs of the squared residuals.

Usage

## S3 method for class 'varcheck':
plot(x, ...)

Arguments

x

An object of class varcheck; generated by either arch(), normality() or serial().

...

Currently not used.

encoding

latin1

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton. L�tkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

arch, normality, serial

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
## ARCH test
archtest <- arch(var.2c)
plot(archtest)
## Normality test
normalitytest <- normality(var.2c)
plot(normalitytest)
## serial correlation test
serialtest <- serial(var.2c)
plot(serialtest)