tfplot.forecastCov {dse2} | R Documentation

## Plots of Forecast Variance

### Description

Generate plots of forecast variance calculated by forecastCov.

### Usage

        ## S3 method for class 'forecastCov':
        tfplot(x, ...,
           series = 1:dim(x$forecastCov[[1]])[2],
           select.cov = 1:length(x$forecastCov), select.true =TRUE,
           select.zero =TRUE, select.trend =TRUE, y.limit = NULL, line.labels =FALSE,
           lty = NULL, Legend = NULL, Title = NULL,
           graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE)
        ## S3 method for class 'forecastCovEstimatorsWRTdata':
        tfplot(x,
            series=1:dim(x$forecastCov[[1]])[2],
            select.cov=1:length(x$forecastCov),
            select.zero=TRUE, select.trend=TRUE,
            graphs.per.page = 5, mar=par()$mar, reset.screen=TRUE, lty=NULL)

### Arguments

`x` | The result of forecastCov.
`series` | integer or string indicating the series which should be plotted.
`select.cov` | logical indicating that for the case of multiple models select the covariance to be plotted.
`select.true` | logical indicating that results from the forecast of the true model (if available) should be plotted.
`select.zero` | logical indicating that results from a forecast of zero should be plotted.
`select.trend` | logical indicating that results from a forecast of trend should be plotted.
`graphs.per.page` | The number of graphs to put on a page.
`mar` | plot margins (see `par`).
`reset.screen` | logical indicating if the plot window should be cleared before starting.
`lty` | see details.
`Legend` | optional legend passed to `legend`.
`Title` | optional legend passed to `title`.
`y.limit` | optional limit on the y scale. Covariance values larger than y.limit will not be shown.
`line.labels` | logical indicating line labels should be printed.
`...` | additional objects to be plotted.

### Details

This function produces plots of the variance at different horizons. Output graphics can be paused between pages by setting par(ask=TRUE). If lty is NULL (default) it is set to seq(length(select.cov) +select.true+select.zero+select.trend), and corrected if these are TRUE but not in the object.

### Value

None

### See Also

`plot`

### Examples

        if(is.R()) data("eg1.DSE.data.diff", package="dse1")
        model <- estVARXls(eg1.DSE.data.diff)
        z <- forecastCov(model, data=eg1.DSE.data.diff)
        tfplot(z)

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