vars (version 0.1.7)

plot.varstabil: Plot method for objects of class varstabil

Description

Plots of the empirical fluctuation process of each equation in a VAR(p).

Usage

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

Arguments

x

An object of class varstabil, generated by stability().

...

Currently not used.

encoding

latin1

References

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/ and see the references provided in the reference section of efp, too.

See Also

stability, efp

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.stabil <- stability(var.2c, type = "Rec-CUSUM")
plot(var.2c.stabil)