MTS: MTSplot – R documentation

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MTSplot

Multivariate Time Series Plot

Provides time plots of a vector time series

MTSplot(data, caltime = NULL)

`data`	data matrix of a vector time series
`caltime`	Calendar time. Default is NULL, that is, using time index

Provides time plots of a vector time series. The output frame depends on the dimension of the time series

Time plots of vector time series

Ruey S. Tsay

xt=matrix(rnorm(1500),500,3)
MTSplot(xt)

All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

v1.0

Artistic License 2.0

Authors

Ruey S. Tsay and David Wood

Initial release

2018-10-8