plot

plot,BigVAR.results-method

plot-methods

Plot an object of class BigVAR.results

Estimates VAR and VARX models with Structured Penalties using the methods developed by Nicholson et al (2017)<doi:10.1016/j.ijforecast.2017.01.003> and Nicholson et al (2020) <doi:10.48550/arXiv.1412.5250>.

Will Nicholson

BigVAR

Dimension Reduction Methods for Multivariate Time Series

David Matteson

Jacob Bien

Ines Wilms

plot function

<dl><dt>x</dt>
<dd>BigVAR.results object created from <code>cv.BigVAR</code></dd>
<dt>y</dt>
<dd>NULL</dd>
<dt>...</dt>
<dd>additional arguments</dd></dl>

Arguments

Plot an object of class BigVAR.results — plot

<dl>

<dt>x</dt>
<dd>BigVAR.results object created from <code>cv.BigVAR</code></dd>


<dt>y</dt>
<dd>NULL</dd>


<dt>...</dt>
<dd>additional arguments</dd>

</dl>

plot: Plot an object of class BigVAR.results

Description

Usage

Arguments

Details