plot_order_integration

Plots a vector with orders of integration of time series.

Set of functions to perform various bootstrap unit root tests for both individual time series
(including augmented Dickey-Fuller test and union tests), multiple time series and panel data; see
Palm, Smeekes and Urbain (2008) <doi:10.1111/j.1467-9892.2007.00565.x>,
Palm, Smeekes and Urbain (2011) <doi:10.1016/j.jeconom.2010.11.010>,
Moon and Perron (2012) <doi:10.1016/j.jeconom.2012.01.008>,
Smeekes and Taylor (2012) <doi:10.1017/S0266466611000387> and
Smeekes (2015) <doi:10.1111/jtsa.12110> for key references.

Stephan Smeekes

bootUR

Bootstrap Unit Root Tests

Ines Wilms

plot_order_integration function

<dl><dt>orders</dt>
<dd>A <code>"bootUR", "order_integration"</code> object obtained from the function <code>order_integration</code>, or a vector with found orders of integration.</dd>
<dt>show_names</dt>
<dd>Show the time series' names on the plot (<code>TRUE</code>) or not (<code>FALSE</code>). Default is <code>TRUE</code>.</dd>
<dt>show_legend</dt>
<dd>Logical indicator whether a legend should be displayed. Default is <code>TRUE</code>.</dd>
<dt>names_size</dt>
<dd>Size of the time series' names if <code>show_names = TRUE</code>. Default takes <code>ggplot2</code> defaults.</dd>
<dt>legend_size</dt>
<dd>Size of the text in the legend if <code>show_legend = TRUE</code>. Default takes <code>ggplot2</code> defaults.</dd>
<dt>cols</dt>
<dd>Vector with colours for displaying the orders of integration. At least as many colours as orders of integration need to be supplied. Default supplies 4 colours for displaying up to \(I(3)\) series.</dd></dl>

Arguments

Plot Orders of Integration — plot_order_integration

<dl>

<dt>orders</dt>
<dd>A <code>"bootUR", "order_integration"</code> object obtained from the function <code>order_integration</code>, or a vector with found orders of integration.</dd>


<dt>show_names</dt>
<dd>Show the time series' names on the plot (<code>TRUE</code>) or not (<code>FALSE</code>). Default is <code>TRUE</code>.</dd>


<dt>show_legend</dt>
<dd>Logical indicator whether a legend should be displayed. Default is <code>TRUE</code>.</dd>


<dt>names_size</dt>
<dd>Size of the time series' names if <code>show_names = TRUE</code>. Default takes <code>ggplot2</code> defaults.</dd>


<dt>legend_size</dt>
<dd>Size of the text in the legend if <code>show_legend = TRUE</code>. Default takes <code>ggplot2</code> defaults.</dd>


<dt>cols</dt>
<dd>Vector with colours for displaying the orders of integration. At least as many colours as orders of integration need to be supplied. Default supplies 4 colours for displaying up to \(I(3)\) series.</dd>

</dl>

plot_order_integration: Plot Orders of Integration

Description

Usage

Value

Arguments

Details

See Also