plot.gmvarpred

object of class <code>'gmvarpred'</code> generated by <code>predict.gmvar</code>.

arguments passed to <code>grid</code> which plots grid to the figure.

a positive integer specifying the number of observations to be plotted
along with the prediction (ignored if <code>plot_res==FALSE</code>). Default is <code>round(nrow(data)*0.15)</code>.

<code>TRUE</code> if forecasts for mixing weights should be plotted,
<code>FALSE</code> in not.

mix_weights

should grid be added to the plots?

add_grid

<code>plot.gmvarpred</code> is plot method for gmvarpred objects.

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

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

Description

Usage

Arguments

Details

References