tfplot.forecast.cov {dse2} | R Documentation |
Generate plots of forecast variance calculated by forecast.cov.
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, ...)
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 ). |
This function produces plots of the variance at different horizons. Output graphics can be paused between pages by setting par(ask=T).
None
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)