plot.UnivVola {LFUrmutils} | R Documentation |
Plot methods for univariate volatility models.
## S3 method for class 'UnivVola' plot(x, which = "ask", ...)
x |
An object of class " |
which |
A character string denoting which plot should be displayed. |
... |
Optional Arguments to be passted. |
The generic function plot
allows to display 10 graphs. These are the
Time Series Plot,
Conditional Standard Deviation (Volatility) Plot,
Series Plot with 1.96 Conditional SD Superimposed,
Autocorrelation Function Plot of Observations,
Autocorrelation Function Plot of Squared Observations,
Cross Correlation Plot between (Squared) Observations,
Standardized Residuals Plot,
ACF Plot of Standardized Residuals,
ACF Plot of Squared Standardized Residuals,
Cross Correlation Plot between (Standardized Residuals)
Bernhard Eder
# Load returns data("CRSPday_zoo") y <- CRSPday_zoo # Compute univariate volatility model ma <- UnivVola(y[, 1], type = "MovingAverage", center = TRUE) # Plot volatility plot(ma, which = 2) ## Not run: # Interactive plot plot(ma) ## End(Not run)