This function conveniently plots the residuals of the Covariate Augmented Dickey-Fuller
or the standard Augmented Dickey-Fuller regression carried out in CADFtest.
Usage
# S3 method for CADFtest
plot(x, plots=(1:4), ...)
Arguments
x
an object belonging to the class CADFtest.
plots
the plots to be produced (all the four plots by default):
1: standardized residuals plot;
2: density of the residuals, with an indication of the p-value of the Jarque-Bera test
for normality;
3: ACF of the residuals;
4: partial ACF of the residuals.