cond_moment_plot INSTEAD! Conditional mean or variance plot for GMAR, StMAR, and G-StMAR modelscondmomentPlot plots the one-step in-sample conditional means/variances of the model along with
the time series contained in the model (e.g. the time series the model was fitted to). Also plots
the regimewise conditional means/variances multiplied with the mixing weights.
DEPRECATED, USE cond_moment_plot INSTEAD!
condmomentPlot(gsmar, which_moment = c("mean", "variance"))a class 'gsmar' object, typically generated by fitGSMAR or GSMAR.
should conditional means or variances be plotted?
cond_moment_plot only plots to a graphical device and does not return anything. Numerical values
of the conditional means/variances can be extracted from the model with the dollar sign.
DEPRECATED, USE cond_moment_plot INSTEAD!
Galbraith, R., Galbraith, J. 1974. On the inverses of some patterned matrices arising in the theory of stationary time series. Journal of Applied Probability 11, 63-71.
Kalliovirta L. (2012) Misspecification tests based on quantile residuals. The Econometrics Journal, 15, 358-393.
Kalliovirta L., Meitz M. and Saikkonen P. 2015. Gaussian Mixture Autoregressive model for univariate time series. Journal of Time Series Analysis, 36, 247-266.
Meitz M., Preve D., Saikkonen P. 2021. A mixture autoregressive model based on Student's t-distribution. Communications in Statistics - Theory and Methods, doi: 10.1080/03610926.2021.1916531
Virolainen S. 2021. A mixture autoregressive model based on Gaussian and Student's t-distributions. Studies in Nonlinear Dynamics & Econometrics,doi: 10.1515/snde-2020-0060
profile_logliks, diagnostic_plot, fitGSMAR, GSMAR, quantile_residual_tests,
quantileResidualPlot