https://github.com/cran/dse
Tip revision: f6673198843cfdf7ab8542715823fa692f1eb83c authored by Paul Gilbert on 07 March 2013, 00:00:00 UTC
version 2013.3-2
version 2013.3-2
Tip revision: f667319
tfplot.forecastCov.Rd
\name{tfplot.forecastCov}
\alias{tfplot.forecastCov}
\alias{tfplot.forecastCovEstimatorsWRTdata}
\title{Plots of Forecast Variance}
\description{Generate plots of forecast variance calculated by forecastCov.}
\usage{
\method{tfplot}{forecastCov}(x, ...,
series = 1:dim(x$forecastCov[[1]])[2],
select.cov = 1:length(x$forecastCov), select.true =TRUE,
select.zero =TRUE, select.trend =TRUE, y.limit = NULL, line.labels =FALSE,
lty = NULL, Legend = NULL, Title = NULL,
graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE)
\method{tfplot}{forecastCovEstimatorsWRTdata}(x,
series=1:dim(x$forecastCov[[1]])[2],
select.cov=1:length(x$forecastCov),
select.zero=TRUE, select.trend=TRUE,
graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE, lty=NULL, ...)
}
\arguments{
\item{x}{The result of forecastCov.}
\item{series}{integer or string indicating
the series which should be plotted.}
\item{select.cov}{logical indicating that
for the case of multiple models select the covariance to be plotted.}
\item{select.true}{logical indicating that results from the forecast of the
true model (if available) should be plotted.}
\item{select.zero}{logical indicating that results from a forecast of
zero should be plotted.}
\item{select.trend}{logical indicating that results from a forecast of
trend should be plotted.}
\item{graphs.per.page}{The number of graphs to put on a page.}
\item{mar}{plot margins (see \code{par}).}
\item{reset.screen}{logical indicating if the plot window should be cleared
before starting.}
\item{lty}{see details.}
\item{Legend}{optional legend passed to \code{legend}.}
\item{Title}{optional legend passed to \code{title} (but see details).}
\item{y.limit}{optional limit on the y scale. Covariance values larger
than y.limit will not be shown.}
\item{line.labels}{logical indicating line labels should be printed.}
\item{...}{For forecastCov objects this allows additional objects to be
plotted. For forecastCovEstimatorsWRTdata ... are passed to other
methods.}
}
\value{None}
\details{
This function produces plots of the variance at different horizons.
Output graphics can be paused between pages by setting par(ask=TRUE).
If lty is NULL (default) it is set to
seq(length(select.cov) +select.true+select.zero+select.trend),
and corrected if these are TRUE but not in the object.
The \code{Title} is not put on the plot if the global option
PlotTitles is FALSE. This can be set with \code{options(PlotTitles=FALSE)}.
This provides a convenient mechanism to omit all titles when the title
may be added separately (e.g. in Latex).
}
\seealso{
\code{\link{plot}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
z <- forecastCov(model, data=eg1.DSE.data.diff)
tfplot(z)
}
\concept{DSE}
\keyword{ts}