vars (version 0.1.7)

plot.varfevd: Plot method for objects of class varfevd

Description

Plots of the forecast error variance decomposition are displayed as a barplot per variable.

Usage

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

Arguments

x

An object of class varfevd, generated by fevd().

...

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

fevd

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.fevd <- fevd(var.2c, n.ahead = 5)
plot(var.2c.fevd)