tfplot.forecast.cov {dse2}R Documentation

Plots of Forecast Variance

Description

Generate plots of forecast variance calculated by forecast.cov.

Usage

    tfplot(x,
       select.series = 1:dim(x$forecast.cov[[1]])[2], 
       select.cov = 1:length(x$forecast.cov), select.true = T, 
       select.zero = T, select.trend = T, y.limit = NULL, line.labels = F, 
       lty = NULL, Legend = NULL, Title = NULL,
       graphs.per.page = 5, mar=par()$mar,  ...)

Arguments

obj The result of forecast.cov.
select.series The series which should be plotted. (The default NULL gives the end of the simulations.)
select.cov For the case of multiple models select the covariance to be plotted.
graphs.per.page The number of graphs to put on a page.
mar Plot margins (see par).

Details

This function produces plots of the variance at different horizons. Output graphics can be paused between pages by setting par(ask=T).

Value

None

See Also

plot

Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- est.VARX.ls(eg1.DSE.data.diff)
    z <- forecast.cov(model, eg1.DSE.data.diff)
    tfplot(z)