plot_order_integration function

Plot Orders of Integration

Plots a vector with orders of integration of time series.

plot_order_integration(orders, show_names = TRUE, show_legend = TRUE,
  names_size = NULL, legend_size = NULL, cols = NULL)

Arguments

• orders: A "bootUR", "order_integration" object obtained from the function order_integration, or a vector with found orders of integration.
• show_names: Show the time series' names on the plot (TRUE) or not (FALSE). Default is TRUE.
• show_legend: Logical indicator whether a legend should be displayed. Default is TRUE.
• names_size: Size of the time series' names if show_names = TRUE. Default takes ggplot2 defaults.
• legend_size: Size of the text in the legend if show_legend = TRUE. Default takes ggplot2 defaults.
• cols: Vector with colours for displaying the orders of integration. At least as many colours as orders of integration need to be supplied. Default supplies 4 colours for displaying up to $I(3)$ series.

Returns

A ggplot2 object containing the plot of the orders of integration.

Details

This function requires the package ggplot2 to be installed. If the package is not found, plotting is aborted.

References

Smeekes, S. and Wilms, I. (2023). bootUR: An R Package for Bootstrap Unit Root Tests. Journal of Statistical Software, 106(12), 1-39.

See Also

order_integration