plot_forecast

Adds predicted volatility to the volatility plot.

internal

Parameter estimation for stochastic volatility models using maximum likelihood. The latent log-volatility is
integrated out of the likelihood using the Laplace approximation. The models are fitted via 'TMB' (Template Model
Builder) (Kristensen, Nielsen, Berg, Skaug, and Bell (2016) <doi:10.18637/jss.v070.i05>).

Jens Wahl

stochvolTMB

Likelihood Estimation of Stochastic Volatility Models

plot_forecast function

<dl><dt>p</dt>
<dd>ggplot object</dd>
<dt>forecast</dt>
<dd>data.table</dd>
<dt>include_ci</dt>
<dd>logical value indicating if volatility should be plotted
with approximately 95% confidence interval.#' @return ggplot object</dd></dl>

Arguments

Add predicted volatility. — plot_forecast

<dl>

<dt>p</dt>
<dd>ggplot object</dd>


<dt>forecast</dt>
<dd>data.table</dd>


<dt>include_ci</dt>
<dd>logical value indicating if volatility should be plotted
with approximately 95% confidence interval.#' @return ggplot object</dd>

</dl>

plot_forecast: Add predicted volatility.

Description

Usage

Arguments