vars (version 0.1.7)

plot.varest: Plot method for objects of class varest

Description

Plots per endogenous variable a diagram of fit, the residuals and their ACFs und PACFs for an object with class attribute varest; generated by VAR().

Usage

## S3 method for class 'varest':
plot(x, ...)

Arguments

x

An object of class varest; generated by VAR()

...

Currently not used.

encoding

latin1

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton. L�tkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

VAR

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
plot(var.2c)