plot.dcc.estimate {tsmarch}R Documentation

Dynamic Correlation Model Plots

Description

Dynamic Correlation Model Plots

Usage

## S3 method for class 'dcc.estimate'
plot(
  x,
  y = NULL,
  series = NULL,
  index_format = "%Y",
  labels = FALSE,
  cex_labels = 0.8,
  ...
)

## S3 method for class 'cgarch.estimate'
plot(
  x,
  y = NULL,
  series = NULL,
  index_format = "%Y",
  labels = FALSE,
  cex_labels = 0.8,
  ...
)

Arguments

x

an object of class “dcc.estimate” or “cgarch.estimate”.

y

not used

series

for the constant correlation a vector of length 2 indicating the series numbers to use for the pairwise correlation plot. For the dynamic correlation model, if NULL will include all series, else a vector of integers of the series to include.

index_format

for the dynamic correlation plot the x-axis label formatting.

labels

whether to include y-axis labels. For a large number of series it is best to leave this as FALSE.

cex_labels

the shrink factor for the y-axis labels if included.

...

additional parameters passed to the plotting functions.

Value

plots of the correlation.


[Package tsmarch version 1.0.0 Index]