vars (version 0.1.7)

plot.varprd: Plot method for objects of class varprd

Description

Time Series plots of VAR forecasts with confidence bands for each endogenous variable.

Usage

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

Arguments

x

An object of class varprd; generated by predict.varest().

...

Currently not used.

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, predict.varest, fanchart

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.prd <- predict(var.2c, n.ahead = 8, ci = 0.95)
plot(var.2c.prd)