Plot the Best Subset ARMA models
This function is adapted from the plot.regsubsets function of the leaps package, and its main use is to plot the output from the armasubsets function.
## S3 method for class 'armasubsets'
plot(x, labels = obj$xnames, main = NULL,
scale = c("BIC", "AICc", "AIC", "Cp", "adjR2", "R2"),
col = gray(c(seq(0.4, 0.7, length = 10), 0.9)), draw.grid = TRUE,
axis.at.3 = TRUE, ...)x |
an object of class armasubsets |
labels |
variable names |
main |
title for plot |
scale |
which summary statistic to use for ordering plots |
col |
the last color should be close to but distinct from white |
draw.grid |
a logical argument; if it is true (default), gray grid lines are superimposed on the graph. |
axis.at.3 |
a logical argument; if if it is true (default), the x-labels are drawn on the upper horizontal axis. |
... |
other arguments |
Plot the few best subset ARMA models.
Kung-Sik Chan, based on previoud work by Thomas Lumley and Merlise Clyde
armasubsets
set.seed(53331) test=arima.sim(model=list(ar=c(rep(0,11),.8),ma=c(rep(0,11),0.7)),n=120) res=armasubsets(y=test,nar=14,nma=14,y.name='test',ar.method='ols') plot(res)
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