diagnostics_plot.bigtime.VARX

Not supposed to be called directly. Rather call <code>diagnostics_plot</code>

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.bigtime.VARX function

<dl><dt>mod</dt>
<dd>VARX model estimated using <code>sparseVARX</code></dd>
<dt>variable</dt>
<dd>Variable to show. Either numeric (which column) or character
(variable name)</dd>
<dt>dates</dt>
<dd>Optional Date vector.</dd></dl>

Arguments

diagnostics_plot function for VARX models — diagnostics_plot.bigtime.VARX

<dl>

<dt>mod</dt>
<dd>VARX model estimated using <code>sparseVARX</code></dd>


<dt>variable</dt>
<dd>Variable to show. Either numeric (which column) or character
(variable name)</dd>


<dt>dates</dt>
<dd>Optional Date vector.</dd>

</dl>

diagnostics_plot.bigtime.VARX: diagnostics_plot function for VARX models

Description

Usage

Arguments