plot.bayesDccGarch {bayesDccGarch} | R Documentation |
Produces a plot of time series and the volatilities. This is a particular case of plotVol
function.
## S3 method for class 'bayesDccGarch'
plot(x, ts.names=NULL, colors = c("grey","red"), ...)
x |
Object of class “bayesDccGarch”. |
ts.names |
a vector of length |
colors |
a vector with the colors for plotting the returns and volatilities. |
... |
additional arguments for |
No return value
Ricardo Sandes Ehlers, Jose Augusto Fiorucci and Francisco Louzada
Fioruci, J.A., Ehlers, R.S., Andrade Filho, M.G. Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions, Journal of Applied Statistics, 41(2), 320–331, 2014a. <doi:10.1080/02664763.2013.839635>
Fioruci, J.A., Ehlers, R.S., Louzada, F. BayesDccGarch - An Implementation of Multivariate GARCH DCC Models, ArXiv e-prints, 2014b. https://ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract.
bayesDccGarch-package
, bayesDccGarch
, plotVol
data(DaxCacNik)
mY = DaxCacNik
out = bayesDccGarch(mY, nSim=1000)
plot(out)