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ggfortify (version 0.4.17)

autoplot.varprd: Autoplot vars::varprd

Description

Autoplot vars::varprd

Usage

# S3 method for varprd
autoplot(
  object,
  is.date = NULL,
  ts.connect = TRUE,
  scales = "free_y",
  predict.geom = "line",
  predict.colour = "#0000FF",
  predict.size = NULL,
  predict.linetype = NULL,
  predict.alpha = NULL,
  predict.fill = NULL,
  predict.shape = NULL,
  conf.int = TRUE,
  conf.int.colour = "#0000FF",
  conf.int.linetype = "none",
  conf.int.fill = "#000000",
  conf.int.alpha = 0.3,
  ...
)

Value

ggplot

Arguments

object

vars::varpred instance

is.date

Logical frag indicates whether the stats::ts is date or not. If not provided, regard the input as date when the frequency is 4 or 12.

ts.connect

Logical frag indicates whether connects original time-series and predicted values

scales

Scale value passed to ggplot2

predict.geom

geometric string for predicted time-series

predict.colour

line colour for predicted time-series

predict.size

point size for predicted time-series

predict.linetype

line type for predicted time-series

predict.alpha

alpha for predicted time-series

predict.fill

fill colour for predicted time-series

predict.shape

point shape for predicted time-series

conf.int

Logical flag indicating whether to plot confidence intervals

conf.int.colour

line colour for confidence intervals

conf.int.linetype

line type for confidence intervals

conf.int.fill

fill colour for confidence intervals

conf.int.alpha

alpha for confidence intervals

...

other arguments passed to autoplot.ts

Examples

Run this code
if (FALSE) {
data(Canada, package = 'vars')
d.var <- vars::VAR(Canada, p = 3, type = 'const')
autoplot(stats::predict(d.var, n.ahead = 50), is.date = TRUE)
autoplot(stats::predict(d.var, n.ahead = 50), conf.int = FALSE)
}

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