QPBoot.Creates a K x K plot depicting a smoothed quantile periodogram.
Optionally pointwise confidence intervals from the parametric bootstrap can
be displayed.
In each of the subplots either the real part (on and below the diagonal;
i. e., \(\tau_1 \leq \tau_2\)) or the imaginary parts
(above the diagonal; i. e., \(\tau_1 > \tau_2\)) of
the smoothed quantile periodogram (blue line)
pointwise confidence intervals from the parametric bootstrap (light gray area)
for the combination of levels \(\tau_1\) and \(\tau_2\)
denoted on the left and bottom margin of the plot are displayed.
The method argument determines how the confidence intervalls are calculated.
calculates the (1-\(\alpha/2\)) and \(\alpha/2\) quantiles from the bootstrap
asymptotic normality of the smoothed Periodograms is used, mean and standard deviation are estimated from the bootstrap
# S4 method for QPBoot,ANY
plot(x, ptw.CIs = 0.1, method = "quantiles",
ratio = 3/2, widthlab = lcm(1), xlab = expression(omega/2 * pi),
ylab = NULL, type.scaling = c("individual", "real-imaginary", "all"),
frequencies = x@sPG@frequencies, levels = intersect(x@sPG@levels[[1]],
x@sPG@levels[[2]]))The SmoothedPG object to plot
the confidence level for the conspec = garchSpec(model = param)fidence intervals to be displayed; must be a number from [0,1]; if null, then no confidence intervals will be plotted.
either "quantile" or "norm", determines how the confidence intervalls are calculated. see description for details
quotient of width over height of the subplots; use this parameter to produce landscape or portrait shaped plots.
width for the labels (left and bottom); default is
lcm(1), cf. layout.
label that will be shown on the bottom of the plots; can be
an expression (for formulas), characters or NULL to
force omission (to save space).
label that will be shown on the left side of the plots;
can be an expression (for formulas), characters or
NULL to force omission (to save space).
a method for scaling of the subplots; currently there
are three options: "individual" will scale each of the
K^2 subplots to minimum and maximum of the values
in that plot, "real-imaginary" will scale each of the
subplots displaying real parts and each of the subplots
displaying imaginary parts to the minimum and maximum of
the values display in these subportion of plots. The
option "all" will scale the subplots to the minimum and
maximum in all of the subplots.
a set of frequencies for which the values are to be plotted.
a set of levels for which the values are to be plotted.
Returns the plot described in the Description section.