Plot non-parametric part of the single index MIDAS regression of unrestricted MIDAS regression
plot_sp(x, term_name, title = NULL, compare = NULL, ...)
a data frame with restricted MIDAS coefficients, unrestricted MIDAS coefficients and lower and upper confidence interval limits. The data frame is returned invisibly.
midas_r
object
the term name for which the coefficients are plotted. Default is NULL
, which selects the first MIDAS term
the title string of the graph. The default is NULL
for the default title.
the parameters for weight function to compare with the model, default is NULL
not used
Virmantas Kvedaras, Vaidotas Zemlys