plot_cv function

Plot the Cross Validation Error Curve for a Sparse VAR or VARX

Plot the Cross Validation Error Curve for a Sparse VAR or VARX

plot_cv(fit, ...)

Arguments

  • fit: Fitted VAR, VARMA or VARX model. returned by sparseVAR, sparseVARMA or sparseVARX.
  • ...: Not currently used