plot.BigVAR

plot,BigVAR-method

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.BigVAR function

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

Arguments

Plot a BigVAR object — plot.BigVAR

<dl>

<dt>x</dt>
<dd>BigVAR object created from <code>ConstructModel</code></dd>


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


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

</dl>

Plot a BigVAR object

plot.BigVAR: Plot a BigVAR object

Description

Usage

Value

Arguments

Details

See Also