midasml (version 0.0.6)

plot_weights: MIDAS weights plot function

Description

Based on specification in obj, plots a basic R figure of estimated MIDAS weights.

Usage

plot_weights(obj)

Arguments

obj

midas_ardl or midas_dl object with parameter estimates and model specfication inputs.

Value

returns R figure of estimated MIDAS weights.

Details

MIDAS regression pecifcation is picked up from obj, see midas_dl or midas_ardl function descriptions for more details.

Examples

# NOT RUN {
data(us_rgdp)
rgdp <- us_rgdp$rgdp
cfnai <- us_rgdp$cfnai
rgdp[-1, 2] <- ((rgdp[-1, 2]/rgdp[-dim(rgdp)[1], 2])^4-1)*100
rgdp <- rgdp[-1, ]
data.y <- rgdp[,2]
data.ydate <- rgdp[,1]
est.start <- as.Date("1990-01-01")
est.end <- as.Date("2002-03-01")
data.x <- cfnai[,2]
data.xdate <- cfnai[,1]
fit <- midas_ardl(data.y, data.ydate, data.x, data.xdate,
                  x.lag = 12, y.lag = 4, est.start, est.end, horizon = 1,
                  polynomial = "legendre_w", legendre_degree = 3)
plot_weights(obj = fit$est.obj)
# }