plot.tsgarch.newsimpact

Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.

Alexios Ghalanos

tsgarch

Univariate GARCH Models

Alexios Galanos

plot.tsgarch.newsimpact function

<dl><dt>x</dt>
<dd>an object of class &#8220;tsgarch.newsimpact&#8221;.</dd>
<dt>y</dt>
<dd>not used.</dd>
<dt>...</dt>
<dd>additional arguments pass to <code><a href="/link/plot.xy?package=tsgarch&version=1.0.3" data-mini-rdoc="tsgarch::plot.xy">plot.xy</a></code> other
than &#8220;xlab&#8221;, &#8220;ylab&#8221; and &#8220;main&#8221;.</dd></dl>

Arguments

News Impact Plot — plot.tsgarch.newsimpact

<dl>

<dt>x</dt>
<dd>an object of class &#8220;tsgarch.newsimpact&#8221;.</dd>


<dt>y</dt>
<dd>not used.</dd>


<dt>...</dt>
<dd>additional arguments pass to <code><a href='https://rdrr.io/r/graphics/plot.xy.html'>plot.xy</a></code> other
than &#8220;xlab&#8221;, &#8220;ylab&#8221; and &#8220;main&#8221;.</dd>

</dl>

plot.tsgarch.newsimpact: News Impact Plot

Description

Usage

Value

Arguments