plot.qardl_rolling

Creates time series plots of rolling QARDL parameter estimates.

Implements the Quantile Autoregressive Distributed Lag (QARDL)
model of Cho, Kim and Shin (2015) <doi:10.1016/j.jeconom.2015.01.003>.
Estimates quantile-specific long-run (beta), short-run autoregressive (phi),
and impact (gamma) parameters. Features include BIC-based automatic lag
selection, Error Correction Model (ECM) parameterization, Wald tests for
parameter constancy across quantiles, rolling/recursive QARDL estimation,
Monte Carlo simulation, and publication-ready output tables.

Muhammad Alkhalaf

qardlr

Quantile Autoregressive Distributed Lag Model

Merwan Roudane

Jin Seo Cho

Tae-Hwan Kim

Yongcheol Shin

plot.qardl_rolling function

<dl><dt>x</dt>
<dd>Object of class <code>"qardl_rolling"</code>.</dd>
<dt>which</dt>
<dd>Character. Which parameter to plot: <code>"beta"</code>, <code>"phi"</code>,
<code>"gamma"</code>, or <code>"rho"</code>. Default is <code>"beta"</code>.</dd>
<dt>var</dt>
<dd>Integer or character. Which variable to plot (for beta/gamma).
Default is 1.</dd>
<dt>tau_idx</dt>
<dd>Integer. Which quantile index to plot. Default is all.</dd>
<dt>...</dt>
<dd>Additional arguments passed to <code>plot</code>.</dd></dl>

Arguments

Plot Rolling QARDL Results — plot.qardl_rolling

<dl>

<dt>x</dt>
<dd>Object of class <code>"qardl_rolling"</code>.</dd>


<dt>which</dt>
<dd>Character. Which parameter to plot: <code>"beta"</code>, <code>"phi"</code>,
<code>"gamma"</code>, or <code>"rho"</code>. Default is <code>"beta"</code>.</dd>


<dt>var</dt>
<dd>Integer or character. Which variable to plot (for beta/gamma).
Default is 1.</dd>


<dt>tau_idx</dt>
<dd>Integer. Which quantile index to plot. Default is all.</dd>


<dt>...</dt>
<dd>Additional arguments passed to <code>plot</code>.</dd>

</dl>

plot.qardl_rolling: Plot Rolling QARDL Results

Description

Usage

Value

Arguments