[go: up one dir, main page]

File: plotres.Rd

package info (click to toggle)
urca 1.3-3-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm
  • size: 2,432 kB
  • sloc: fortran: 501; ansic: 15; makefile: 2
file content (36 lines) | stat: -rw-r--r-- 1,077 bytes parent folder | download | duplicates (7)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
\name{plotres}
\alias{plotres}
\encoding{latin1}
\title{Graphical inspection of VECM residuals}
\description{
  The function \code{plotres} should be used for graphical inspection
  of the VAR residuals, \emph{i.e.} the estimated specification as
  elaborated in the `Details' section of \code{ca.jo}. It displays the
  residuals for each equation within a VAR and their acf's and pacf's.
}
\usage{
plotres(x)
}
\arguments{
  \item{x}{Object of class `ca.jo'.}
}
\references{
  Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and
  Inference on Cointegration -- with Applications to the Demand for
  Money, \emph{Oxford Bulletin of Economics and Statistics}, \bold{52,
    2}, 169--210.
  
}
\seealso{
  \code{\link{ca.jo}} and \code{\link{ca.jo-class}}.
}
\examples{
data(denmark)
sjd <- denmark[, c("LRM", "LRY", "IBO", "IDE")]
sjd.vecm <- ca.jo(sjd, ecdet="const", type="eigen", K=2, spec="longrun",
season=4)
plotres(sjd.vecm)
}
\author{Bernhard Pfaff}
\keyword{regression}
\concept{VECM Residuals Johansen Juselius}