fEGarch (version 1.0.1)

autoplot,fEGarch_fit-method: Plot Method for Fitting Step Results in the Style of ggplot2

Description

This is method for producing various plots of the decomposition results returned by this package.

Usage

# S4 method for fEGarch_fit
autoplot(object, which = NULL, ...)

Value

A ggplot2-graphic object is returned, i.e. an object of classes "gg" and "ggplot".

Arguments

object

an object returned by the fitting functions of this package, for example by fEGarch.

which

various plots can be selected either via a keyword or a number; enter "returns" or 1 to show a plot of the input training series; enter "means" or 2 to show the fitted conditional means; enter "stand_deviations" or 3 to show the fitted conditional standard deviations; use "residuals" or 4 to show the standardized residuals following the fitted model; the default is which = NULL which then lets you select a plot interactively in the R console.

...

no purpose and only implemented for compatibility.

Author

• Dominik Schulz (Research Assistant) (Department of Economics, Paderborn University),
  Author and Package Creator

Details

Create predefined standard plots of the estimation objects returned by the fEGarch package. Plots are created in the ggplot2 plot style. The type of plot can be chosen either interactively from the console, or the argument which can be used to directly select the kind of plot to create (see also the description of the argument which) within the function call.

Examples

window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2002-12-31")
# Pure conditional volatility model
spec <- fEGarch_spec()
model <- fEGarch(spec, rt)
autoplot(model, which = 3)