autoplot.normaliw

This function draws residual plot for covariance matrix of Minnesota prior VAR model.

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.normaliw function

<dl><dt>object</dt>
<dd>A <code>normaliw</code> object</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>...</dt>
<dd>additional options for geom_point</dd></dl>

Arguments

Residual Plot for Minnesota Prior VAR Model — autoplot.normaliw

<dl>

<dt>object</dt>
<dd>A <code>normaliw</code> object</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>...</dt>
<dd>additional options for geom_point</dd>

</dl>

autoplot.normaliw: Residual Plot for Minnesota Prior VAR Model

Description

Usage

Value

Arguments