uGMAR (version 3.2.4)

plot.gsmarpred: Plot method for class 'gsmarpred' objects

Description

plot.gsmarpred is plot method for class 'gsmarpred' objects

Usage

# S3 method for gsmarpred
plot(x, ..., nt, mix_weights = TRUE, add_grid = TRUE)

Arguments

x

object of class 'gsmarpred' created with predict.gsmar.

...

arguments passed to function grid.

nt

a positive integer specifying the number of observations to be plotted along with the prediction. Default is round(length(data)*0.15).

mix_weights

TRUE if forecasts for mixing weights should be plotted, FALSE in not.

add_grid

should grid a be added to the plots?

Details

This method is intended for plotting forecasts of GSMAR processes.

Examples

# NOT RUN {
 
# }
# NOT RUN {
 # GMAR-model
 params12 <- c(0.18281409, 0.92657275, 0.00214552,
  0.85725129, 0.68210294, 0.01900299, 0.88342018)
 gmar12 <- GSMAR(logVIX, 1, 2, params12)
 pred <- predict(gmar12, n_ahead=10, plotRes=FALSE, pi=c(0.8, 0.9, 0.99), pi_type="two-sided")
 plot(pred, nt=50)
 
# }