autoplot.bvharsp

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.bvharsp function

<dl><dt>object</dt>
<dd>A <code>bvharsp</code> object</dd>
<dt>type</dt>
<dd>The type of the plot. Posterior coefficient (<code>coef</code>), Trace plot (<code>trace</code>), kernel density plot (<code>dens</code>), and interval estimates plot (<code>area</code>).</dd>
<dt>pars</dt>
<dd>Parameter names to draw.</dd>
<dt>regex_pars</dt>
<dd>Regular expression parameter names to draw.</dd>
<dt>...</dt>
<dd>Other options for each <code>bayesplot::mcmc_trace()</code>, <code>bayesplot::mcmc_dens()</code>, and <code>bayesplot::mcmc_areas()</code>.</dd></dl>

Arguments

Plot the Result of BVAR and BVHAR MCMC — autoplot.bvharsp

<dl>

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


<dt>type</dt>
<dd>The type of the plot. Posterior coefficient (<code>coef</code>), Trace plot (<code>trace</code>), kernel density plot (<code>dens</code>), and interval estimates plot (<code>area</code>).</dd>


<dt>pars</dt>
<dd>Parameter names to draw.</dd>


<dt>regex_pars</dt>
<dd>Regular expression parameter names to draw.</dd>


<dt>...</dt>
<dd>Other options for each <code>bayesplot::mcmc_trace()</code>, <code>bayesplot::mcmc_dens()</code>, and <code>bayesplot::mcmc_areas()</code>.</dd>

</dl>

autoplot.bvharsp: Plot the Result of BVAR and BVHAR MCMC

Description

Usage

Value

Arguments