# \donttest{
# Fit DFM with 3 factors and 3 lags in the transition equation
mod = DFM(diff(BM14_M), r = 3, p = 3)
plot(mod)
plot(mod, type = "individual", method = "all")
plot(mod, type = "residual")
# }
Run the code above in your browser using DataLab