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midasr (version 0.9)

plot_midas_coef.midas_nlpr: Plot MIDAS coefficients

Description

Plots MIDAS coefficients of a MIDAS regression for a selected term.

Usage

# S3 method for midas_nlpr
plot_midas_coef(
  x,
  term_name = NULL,
  title = NULL,
  compare = NULL,
  normalize = FALSE,
  ...
)

Value

a data frame with restricted MIDAS coefficients, unrestricted MIDAS coefficients and lower and upper confidence interval limits. The data frame is returned invisibly.

Arguments

x

midas_r object

term_name

the term name for which the coefficients are plotted. Default is NULL, which selects the first MIDAS term

title

the title string of the graph. The default is NULL for the default title.

compare

the parameters for weight function to compare with the model, default is NULL

normalize

logical, if FALSE use the weight from the model, if TRUE, set the normalization coefficient of the weight function to 1.

...

not used

Author

Virmantas Kvedaras, Vaidotas Zemlys

Details

Plots MIDAS coefficients of a selected MIDAS regression term together with corresponding MIDAS coefficients and their confidence intervals of unrestricted MIDAS regression