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plot.cointReg

Plot Method for Cointegration Models (Modified OLS).

Description

Plotting objects of class "cointReg". Currently, only the residuals will be plotted.

Usage

## S3 method for class 'cointReg'
plot(x, type, main, xlab, ylab, axes = TRUE, ...)

Arguments

x

[cointReg]
Object of class "cointReg", i.e. the result of cointRegFM, cointRegD, or cointRegIM.
type

[character]
Plot type (from plot). Default is "l".
main, xlab, ylab

[character]
Title and axis titles (from plot). Default values will be generated from the contents of x.
axes

[logical]
Whether to add axes (from plot) to the plot.
...

[any]
Further arguments passed to plot.

See Also

Examples

set.seed(42)
x = data.frame(x1 = cumsum(rnorm(200)), x2 = cumsum(rnorm(200)))
eps1 = rnorm(200, sd = 2)
y = x$x1 - x$x2 + 10 + eps1
deter = cbind(level = rep(1, 200))
test = cointRegFM(x = x, y = y, deter = deter)
plot(test)
cointReg

Parameter Estimation and Inference in a Cointegrating Regression

v0.2.0
GPL-3
Authors
Philipp Aschersleben [aut, cre], Martin Wagner [aut] (Author of underlying MATLAB code.)
Initial release
2016-06-14

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