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gmvarkit (version 1.1.1)

plot.gmvarpred: plot method for class 'gmvarpred' objects

Description

plot.gmvarpred is plot method for gmvarpred objects

Usage

# S3 method for gmvarpred
plot(x, ..., nt, add_grid = TRUE)

Arguments

x

object of class 'gmvarpred' generated by predict.gmvar.

...

arguments passed to grid which plots grid to the figure.

nt

a positive integer specifying the number of observations to be plotted along with the prediction. Default is round(nrow(data)*0.2).

add_grid

should grid be added to the plots?

Details

This method is used plot forecasts of GMVAR processes

References

  • Kalliovirta L., Meitz M. and Saikkonen P. 2016. Gaussian mixture vector autoregression. Journal of Econometrics, 192, 485-498.