plot.bvarlist

A plot function for objects of class <code>"bvarlist"</code>.

Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) and error correction (VEC) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Chan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493), Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2006, ISBN: 9783540262398).

Franz X. Mohr

bvartools

Bayesian Inference of Vector Autoregressive and Error Correction
Models

plot.bvarlist function

<dl><dt>x</dt>
<dd>an object of class <code>"bvarlist"</code>, usually, a result of a call to <code>draw_posterior</code>.</dd>
<dt>ci</dt>
<dd>interval used to calculate credible bands for time-varying parameters.</dd>
<dt>type</dt>
<dd>either <code>"hist"</code> (default) for histograms, <code>"trace"</code> for a trace plot,
or <code>"boxplot"</code> for a boxplot. Only used for parameter draws of constant coefficients.</dd>
<dt>model</dt>
<dd>numeric or integer indicating for which models in argument <code>"x"</code> plots should be produced.</dd>
<dt>...</dt>
<dd>further graphical parameters.</dd></dl>

Arguments

Plotting Posterior Draws of Bayesian VAR or VEC Models — plot.bvarlist

<dl>

<dt>x</dt>
<dd>an object of class <code>"bvarlist"</code>, usually, a result of a call to <code>draw_posterior</code>.</dd>


<dt>ci</dt>
<dd>interval used to calculate credible bands for time-varying parameters.</dd>


<dt>type</dt>
<dd>either <code>"hist"</code> (default) for histograms, <code>"trace"</code> for a trace plot,
or <code>"boxplot"</code> for a boxplot. Only used for parameter draws of constant coefficients.</dd>


<dt>model</dt>
<dd>numeric or integer indicating for which models in argument <code>"x"</code> plots should be produced.</dd>


<dt>...</dt>
<dd>further graphical parameters.</dd>

</dl>

plot.bvarlist: Plotting Posterior Draws of Bayesian VAR or VEC Models

Description

Usage

Arguments