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convergenceDFM (version 0.1.4)

plot_error_correction_panel: Plot error correction panel

Description

Creates a two-panel plot showing (1) error correction terms over time and (2) their estimated half-lives, providing visual assessment of convergence speed.

Usage

plot_error_correction_panel(
  results_robust,
  use_contemporaneous_X = TRUE,
  main_left = expression(u[t] == Y[t] - hat(mu)[Y](X[t])),
  main_right = "Half-life de u[t]"
)

Value

Invisibly returns a list with components:

U

Matrix of error correction terms (T x Ky).

half_lives

Vector of estimated half-lives for each Y factor.

Arguments

results_robust

List. Results from main analysis pipeline.

use_contemporaneous_X

Logical. Use contemporaneous X (time t) or lagged X (time t-1) for computing equilibrium path? Default is FALSE (lagged).

main_left

Character string. Title for left panel. Default is "Error Correction Terms u_t".

main_right

Character string. Title for right panel. Default is "Half-Lives of Error Correction".