plotres             package:urca             R Documentation(latin1)

_G_r_a_p_h_i_c_a_l _i_n_s_p_e_c_t_i_o_n _o_f _V_E_C_M _r_e_s_i_d_u_a_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     The function 'plotres' should be used for graphical inspection of
     the VAR residuals, _i.e._ the estimated specification as
     elaborated in the `Details' section of 'ca.jo'. It displays the
     residuals for each equation within a VAR and their acf's and
     pacf's.

_U_s_a_g_e:

     plotres(x)

_A_r_g_u_m_e_n_t_s:

       x: Object of class `ca.jo'.

_A_u_t_h_o_r(_s):

     Bernhard Pfaff

_R_e_f_e_r_e_n_c_e_s:

     Johansen, S. and Juselius, K. (1990), Maximum Likelihood
     Estimation and Inference on Cointegration - with Applications to
     the Demand for Money, _Oxford Bulletin of Economics and
     Statistics_, *52, 2*, 169-210.

_S_e_e _A_l_s_o:

     'ca.jo' and 'ca.jo-class'.

_E_x_a_m_p_l_e_s:

     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)

