autoplot.bvhardynsp

Draws dynamic directional spillover plot.

Tools to model and forecast multivariate time series
including Bayesian Vector heterogeneous autoregressive (VHAR) model
by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>).
'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.

Young Geun Kim

bvhar

Bayesian Vector Heterogeneous Autoregressive Modeling

Changryong Baek

autoplot.bvhardynsp function

<dl><dt>object</dt>
<dd>A <code>bvhardynsp</code> object</dd>
<dt>type</dt>
<dd>Index to draw</dd>
<dt>hcol</dt>
<dd>color of horizontal line = 0 (By default, grey)</dd>
<dt>hsize</dt>
<dd>size of horizontal line = 0 (By default, 1.5)</dd>
<dt>row_facet</dt>
<dd><code>nrow</code> of <code><a href="https://ggplot2.tidyverse.org/reference/facet_wrap.html">ggplot2::facet_wrap()</a></code></dd>
<dt>col_facet</dt>
<dd><code>ncol</code> of <code><a href="https://ggplot2.tidyverse.org/reference/facet_wrap.html">ggplot2::facet_wrap()</a></code></dd>
<dt>...</dt>
<dd>Additional</dd></dl>

Arguments

Dynamic Spillover Indices Plot — autoplot.bvhardynsp

<dl>

<dt>object</dt>
<dd>A <code>bvhardynsp</code> object</dd>


<dt>type</dt>
<dd>Index to draw</dd>


<dt>hcol</dt>
<dd>color of horizontal line = 0 (By default, grey)</dd>


<dt>hsize</dt>
<dd>size of horizontal line = 0 (By default, 1.5)</dd>


<dt>row_facet</dt>
<dd><code>nrow</code> of <code><a href='https://ggplot2.tidyverse.org/reference/facet_wrap.html'>ggplot2::facet_wrap()</a></code></dd>


<dt>col_facet</dt>
<dd><code>ncol</code> of <code><a href='https://ggplot2.tidyverse.org/reference/facet_wrap.html'>ggplot2::facet_wrap()</a></code></dd>


<dt>...</dt>
<dd>Additional</dd>

</dl>

autoplot.bvhardynsp: Dynamic Spillover Indices Plot

Description

Usage

Arguments