lpirfs (version 0.1.0)

plot_nl_irfs: Compute and display plots of nonlinear impulse responses

Description

Compute and display (nonlinear) impulse responses estimated with lp_nl().

Usage

plot_nl_irfs(results_nl)

Arguments

results_nl

A list() with 3D arrays estimated in lp_nl().

Value

A list with (gg-)plots for nonlinear impulse responses.

Examples

# NOT RUN {
# Load package
  library(lpirfs)

# Load data
  data_set_df <- monetary_var_data

# Estimate model and save results
  results_nl <- lp_nl(data_set_df, lags_lin       = 4L,
                                   lags_nl        = 3L,
                                   lags_criterion = NaN,
                                   max_lags       = NaN,
                                   trend          = 0L,
                                   shock_type     = 1L,
                                   confint        = 1.96,
                                   hor            = 24L,
                                   switching      = data_set_df$FF,
                                   hp_filter      = 1L,
                                   lambda         = 1600,
                                   gamma          = 3)

# Make and save all plots
  nl_plots <- plot_nl_irfs(results_nl)

# Show all plots
  library(ggpubr)
  library(gridExtra)

# Save plots based on states
  s1_plots <- sapply(nl_plots$gg_s1, ggplotGrob)
  s2_plots <- sapply(nl_plots$gg_s2, ggplotGrob)

# Show first irf of each state
  plot(s1_plots[[1]])
  plot(s2_plots[[1]])

# Show all plots
  marrangeGrob(s1_plots, nrow = ncol(data_set_df), ncol = ncol(data_set_df), top = NULL)
  marrangeGrob(s2_plots, nrow = ncol(data_set_df), ncol = ncol(data_set_df), top = NULL)

 
# }