.diagnostics_plot

Internal function to plot the diagnostics plot

internal

Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties, see Nicholson, Wilms, Bien and Matteson (2020) <https://jmlr.org/papers/v21/19-777.html> and Wilms, Basu, Bien and Matteson (2021) <doi:10.1080/01621459.2021.1942013>.

Ines Wilms

bigtime

Sparse Estimation of Large Time Series Models

David S. Matteson

Jacob Bien

Sumanta Basu

Will Nicholson

Enrico Wegner

.diagnostics_plot function

<dl><dt>Y</dt>
<dd>observed values</dd>
<dt>fit</dt>
<dd>fitted values</dd>
<dt>res</dt>
<dd>residual values</dd>
<dt>s</dt>
<dd>how many observations were lost</dd>
<dt>variable</dt>
<dd>variable to plot: either numeric or column name</dd>
<dt>dates</dt>
<dd>vector of dates of length <code>nrow(Y)</code></dd></dl>

Arguments

Internal function to plot the diagnostics plot — .diagnostics_plot

<dl>

<dt>Y</dt>
<dd>observed values</dd>


<dt>fit</dt>
<dd>fitted values</dd>


<dt>res</dt>
<dd>residual values</dd>


<dt>s</dt>
<dd>how many observations were lost</dd>


<dt>variable</dt>
<dd>variable to plot: either numeric or column name</dd>


<dt>dates</dt>
<dd>vector of dates of length <code>nrow(Y)</code></dd>

</dl>

.diagnostics_plot: Internal function to plot the diagnostics plot

Description

Usage

Arguments