R: Methods for Function plot in Package urca

plot-methods {urca} | R Documentation

## Methods for Function plot in Package urca

### Description

Plot methods for objects belonging to classes set in package `urca`. Depending on the unit root/cointegration test a suitable graphical presentation is selected.

### Methods

x = "ur.ers", y = "missing"

  Diagram of fit of the Elliott, Rothenberg \& Stock unit root test of type `"DF-GLS"` with residual plot and their acfs' and pacfs'.

x = "ur.kpss", y = "missing"

  Residual plot and their acfs' and pacfs' of the KPSS test.

x = "ca.jo", y = "missing"

  Time series plots and associated cointegration relations for the Johansen procedure.

x = "ca.po", y = "missing"

  Residual plot and their acfs' and pacfs' of the cointegration regression(s) for the Phillips \& Ouliaris test.

x = "ur.pp", y = "missing"

  Diagram of fit of the Phillips \& Perron unit root test, residual plot and their acfs' and pacfs'.

x = "ur.sp", y = "missing"

  Diagram of fit of the Schmidt \& Phillips unit root test, residual plot and their acfs' and pacfs'.

x = "ur.za", y = "missing"

  Plot of recursive t-statistics as outcome of Zivot \& Andrews unit root test.

### Author(s)

Bernhard Pfaff

### See Also

`ur.ers-class`, `ur.kpss-class`, `ca.jo-class`, `ca.po-class`, `ur.pp-class`, `ur.sp-class` and `ur.za-class`.

### Examples

    data(nporg)
    gnp <- na.omit(nporg[, "gnp.r"])
    gnp.l <- log(gnp)
    #
    ers.gnp <- ur.ers(gnp, type="DF-GLS", model="trend", lag.max=4)
    plot(ers.gnp)
    #
    kpss.gnp <- ur.kpss(gnp.l, type="tau", lags="short")
    plot(kpss.gnp)
    #
    pp.gnp <- ur.pp(gnp, type="Z-tau", model="trend", lags="short")
    plot(pp.gnp)
    #
    sp.gnp <- ur.sp(gnp, type="tau", pol.deg=1, signif=0.01)
    plot(sp.gnp)
    #
    za.gnp <- ur.za(gnp, model="both", lag=2)
    plot(za.gnp)
    #
    data(denmark)
    sjd <- denmark[, c("LRM", "LRY", "IBO", "IDE")]
    sjd.vecm <- ca.jo(sjd, ecdet="const", type="eigen", K=2, season=4)
    plot(sjd.vecm)

[Package urca version 1.3-0 Index]