BGVAR: plot – R documentation

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plot

Graphical summary of output created with bgvar

Description

Plotting function for fitted values, residuals, predictions, impulse responses and forecast error variance decompositions created with the BGVAR package.

Usage

## S3 method for class 'bgvar'
plot(x, ..., resp = NULL, global = TRUE)

## S3 method for class 'bgvar.resid'
plot(x, ..., resp = NULL, global = TRUE)

## S3 method for class 'bgvar.pred'
plot(x, ..., resp = NULL, cut = 40, quantiles = c(0.1, 0.16, 0.5, 0.84, 0.9))

## S3 method for class 'bgvar.irf'
plot(
  x,
  ...,
  resp = NULL,
  shock = 1,
  quantiles = c(0.1, 0.16, 0.5, 0.84, 0.9),
  cumulative = FALSE
)

## S3 method for class 'bgvar.fevd'
plot(x, ..., resp, k.max = 10)

Arguments

`x`	Either an object of class `bgvar`, `bgvar.res`, `bgvar.irf`, `bgvar.predict` or `bgvar.fevd`.
`...`	Additional arguments.
`resp`	Specify either a specific variable, a specific country or a specific variable in a specific country which should be plotted. If set to `NULL` all countries is plotted.
`global`	if `TRUE` global residuals are plotted, otherwise country residuals.
`cut`	length of series to be plotted before prediction begins.
`quantiles`	Numeric vector with posterior quantiles. Default is set to plot median along with 68%/80% confidence intervals.
`shock`	Specify the shock which should be plotted.
`cumulative`	whether cumulative impulse response functions should be plotted. Default is set to `FALSE`.
`k.max`	plots the k series with the highest for the decomposition of `resp`.

Value

No return value.

Author(s)

Maximilian Boeck, Martin Feldkircher

Examples

model.ssvs <- bgvar(Data=eerData,W=W.trade0012,plag=1,draws=100,burnin=100,
                    prior="SSVS")

# example for class 'bgvar'
plot(model.ssvs, resp=c("EA.y","US.Dp"))


# example for class 'bgvar.resid'
res <- residuals(model.ssvs)
plot(res, resp="EA.y")


# example for class 'bgvar.pred'
fcast <- predict(model.ssvs,n.ahead=8)
plot(fcast, resp="y", cut=20)


# example for class 'bgvar.irf'
shockinfo <- get_shockinfo("chol")
shockinfo$shock <- "US.stir"; shockinfo$scale <- +1
irf.chol<-irf(model.ssvs, n.ahead=24, ident="chol", shockinfo=shockinfo)
plot(irf.chol, resp="US")


# example for class 'bgvar.fevd'
fevd.us=fevd(irf.chol,var.slct=c("US.stir"))
plot(fevd.us, resp="US.stir", k.max=10)

BGVAR

Bayesian Global Vector Autoregressions

v2.2.0

GPL-3

Authors

Maximilian Boeck [aut, cre] (<https://orcid.org/0000-0001-6024-8305>), Martin Feldkircher [aut] (<https://orcid.org/0000-0002-5511-9215>), Florian Huber [aut] (<https://orcid.org/0000-0002-2896-7921>)

Initial release