plot_vecm

Plot all the matrices of a VECM model

A wrapper for sparse VAR (Vector Autoregression) and
VECM (Vector Error Correction Model) time series models estimation
using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped
Absolute Deviation) and MCP (Minimax Concave Penalty).
Based on the work of Basu and Michailidis (2015)
<doi:10.1214/15-AOS1315>.

Simone Vazzoler

sparsevar

Sparse VAR (Vector Autoregression) / VECM (Vector Error
Correction Model) Estimation

plot_vecm function

<dl><dt>v</dt>
<dd>a VECM object (as from <code>fit_vecm</code>)</dd></dl>

Arguments

Plot VECMs — plot_vecm

<dl>

<dt>v</dt>
<dd>a VECM object (as from <code>fit_vecm</code>)</dd>

</dl>

plot_vecm: Plot VECMs

Description

Usage

Value

Arguments