autoplot,fEGarch_fit-method {fEGarch} | R Documentation |
Plot Method for Fitting Step Results in the Style of ggplot2
Description
This is method for producing various plots of the decomposition results returned by this package.
Usage
## S4 method for signature 'fEGarch_fit'
autoplot(object, which = NULL, ...)
Arguments
object |
an object returned by the fitting functions of this package,
for example by |
which |
various plots can be selected either via a keyword or a number;
enter |
... |
no purpose and only implemented for compatibility. |
Details
Create predefined standard plots of the estimation objects returned by the
fEGarch
package.
Plots are created in the ggplot2 plot style. The type of plot can be chosen
either interactively from the console, or the argument which
can be
used to directly select the kind of plot to create (see also the description
of the argument which
) within the function call.
Value
A ggplot2-graphic object is returned, i.e. an object of classes
"gg"
and "ggplot"
.
Author(s)
Dominik Schulz (Research Assistant) (Department of Economics, Paderborn University),
Author and Package Creator
Examples
window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2002-12-31")
# Pure conditional volatility model
spec <- fEGarch_spec()
model <- fEGarch(spec, rt)
autoplot(model, which = 3)