plot.np_quantile_causality

Plot method for np_quantile_causality objects

Implements the nonparametric causality-in-quantiles test (in mean or variance),
returning a test object with an S3 plot() method. The current implementation uses one lag
of each series (first-order Granger causality setup). Methodology is based on
Balcilar, Gupta, and Pierdzioch (2016a) <doi:10.1016/j.resourpol.2016.04.004> and
Balcilar et al. (2016) <doi:10.1007/s11079-016-9388-x>.

Mehmet Balcilar

nonParQuantileCausality

Nonparametric Causality in Quantiles Test

plot.np_quantile_causality function

<dl><dt>x</dt>
<dd>an object of class <code>np_quantile_causality</code></dd>
<dt>cv</dt>
<dd>numeric; a reference critical value line (default 1.96 for ~5%)</dd>
<dt>title</dt>
<dd>optional plot title; default is constructed from <code>x$type</code></dd>
<dt>...</dt>
<dd>unused (for S3 compatibility)</dd></dl>

Arguments

Plot method for np_quantile_causality objects — plot.np_quantile_causality

<dl>

<dt>x</dt>
<dd>an object of class <code>np_quantile_causality</code></dd>


<dt>cv</dt>
<dd>numeric; a reference critical value line (default 1.96 for ~5%)</dd>


<dt>title</dt>
<dd>optional plot title; default is constructed from <code>x$type</code></dd>


<dt>...</dt>
<dd>unused (for S3 compatibility)</dd>

</dl>

plot.np_quantile_causality: Plot method for np_quantile_causality objects

Description

Usage

Value

Arguments

References