plot.smoots

This function regulates how objects created by the package <code>smoots</code> are
plotted.

The nonparametric trend and its derivatives in equidistant time
series (TS) with short-memory stationary errors can be estimated. The
estimation is conducted via local polynomial regression using an
automatically selected bandwidth obtained by a built-in iterative plug-in
algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel
smoother is also built-in as a comparison. With version 1.1.0, a linearity
test for the trend function, forecasting methods and backtesting
approaches are implemented as well.
The smoothing methods of the package are described in Feng, Y., Gries, T.,
and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>.

Dominik Schulz

smoots

Nonparametric Estimation of the Trend and Its Derivatives in TS

Yuanhua Feng

Sebastian Letmathe

Thomas Gries

Marlon Fritz

plot.smoots function

<dl><dt>x</dt>
<dd>an input object of class <code>smoots</code>.</dd>
<dt>t</dt>
<dd>an optional vector with time points that will be considered for
the x-axis within the plot; is set to NULL by default and uses a vector
<code>1:length(x$ye)</code> for time points.</dd>
<dt>rescale</dt>
<dd>a single logical value; is set to <code>TRUE</code> by default;
if the output of a derivative estimation process is passed to <code>x</code> and if
<code>rescale = TRUE</code>, the estimates will be rescaled according to <code>t</code>.</dd>
<dt>which</dt>
<dd>a selector for the plot type so that the interactive prompt is
avoided; for the default, <code>which = NULL</code>, the user will be asked
interactively via the console which plot to show; to avoid this behavior,
set <code>which</code> to the corresponding number of the plot you would like
to create (1: original series, 2: trend series, 3: residual series,
4: original series with trend series for trend estimation objects,
1: original series, 2: derivative series for trend derivative estimation
object).</dd>
<dt>...</dt>
<dd>additional arguments of the standard plot method.</dd></dl>

Arguments

<ul>
<li>Dominik Schulz (Research Assistant) (Department of Economics, Paderborn
University), 
Package Creator and Maintainer</li>
</ul>

Author

Plot Method for the Package 'smoots' — plot.smoots

<dl>

<dt>x</dt>
<dd>an input object of class <code>smoots</code>.</dd>


<dt>t</dt>
<dd>an optional vector with time points that will be considered for
the x-axis within the plot; is set to NULL by default and uses a vector
<code>1:length(x$ye)</code> for time points.</dd>


<dt>rescale</dt>
<dd>a single logical value; is set to <code>TRUE</code> by default;
if the output of a derivative estimation process is passed to <code>x</code> and if
<code>rescale = TRUE</code>, the estimates will be rescaled according to <code>t</code>.</dd>


<dt>which</dt>
<dd>a selector for the plot type so that the interactive prompt is
avoided; for the default, <code>which = NULL</code>, the user will be asked
interactively via the console which plot to show; to avoid this behavior,
set <code>which</code> to the corresponding number of the plot you would like
to create (1: original series, 2: trend series, 3: residual series,
4: original series with trend series for trend estimation objects,
1: original series, 2: derivative series for trend derivative estimation
object).</dd>


<dt>...</dt>
<dd>additional arguments of the standard plot method.</dd>

</dl>

<ul>
<li>Dominik Schulz (Research Assistant) (Department of Economics, Paderborn
University), 
Package Creator and Maintainer</li>
</ul>

plot.smoots: Plot Method for the Package 'smoots'

Description

Usage

Value

Arguments

Author