ggfortify (version 0.4.17)

fortify.varprd: Convert vars::varprd to data.frame

Description

Convert vars::varprd to data.frame

Usage

# S3 method for varprd
fortify(
  model,
  data = NULL,
  is.date = NULL,
  ts.connect = FALSE,
  melt = FALSE,
  ...
)

Value

data.frame

Arguments

model

vars::varprd instance

data

original dataset, if needed

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

melt

Logical flag indicating whether to melt each timeseries as variable

...

other arguments passed to methods

Examples

if (FALSE) {
data(Canada, package = 'vars')
d.var <- vars::VAR(Canada, p = 3, type = 'const')
fortify(stats::predict(d.var, n.ahead = 50))
}