plot.gsmvarpred

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

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t
mixture vector autoregressive models, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function and generalized
forecast error variance decomposition.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2025) <doi:10.1080/07350015.2024.2322090>,
Savi Virolainen (2022) <doi:10.48550/arXiv.2109.13648>.

Savi Virolainen

gmvarkit

Estimate Gaussian and Student's t Mixture Vector Autoregressive
Models

plot.gsmvarpred function

<dl><dt>x</dt>
<dd>object of class <code>'gsmvarpred'</code> generated by <code>predict.gsmvar</code>.</dd>
<dt>...</dt>
<dd>arguments passed to <code>grid</code> which plots grid to the figure.</dd>
<dt>nt</dt>
<dd>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>.</dd>
<dt>mix_weights</dt>
<dd><code>TRUE</code> if forecasts for mixing weights should be plotted,
<code>FALSE</code> in not.</dd>
<dt>add_grid</dt>
<dd>should grid be added to the plots?</dd></dl>

Arguments

plot method for class 'gsmvarpred' objects — plot.gsmvarpred

<dl>

<dt>x</dt>
<dd>object of class <code>'gsmvarpred'</code> generated by <code>predict.gsmvar</code>.</dd>


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


<dt>nt</dt>
<dd>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>.</dd>


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


<dt>add_grid</dt>
<dd>should grid be added to the plots?</dd>

</dl>

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

Description

Usage

Arguments

Details

References