plot.bigtime.simVAR

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

plot.bigtime.simVAR function

<dl><dt>x</dt>
<dd>Simulated data of class <code>bigtime.simVAR</code> obtained
from the <code>simVAR</code> function</dd>
<dt>...</dt>
<dd>Not currently used</dd></dl>

Arguments

Plots a simulated VAR — plot.bigtime.simVAR

<dl>

<dt>x</dt>
<dd>Simulated data of class <code>bigtime.simVAR</code> obtained
from the <code>simVAR</code> function</dd>


<dt>...</dt>
<dd>Not currently used</dd>

</dl>

Plots a simulated VAR

plot.bigtime.simVAR: Plots a simulated VAR

Description

Usage

Value

Arguments