forecast: The vector of forecasts. Should be ts object that starts at the end of fitted values.
fitted: The vector of fitted values.
lower: The vector of lower bound values of a prediction interval. Should be ts object that start at the end of fitted values.
upper: The vector of upper bound values of a prediction interval. Should be ts object that start at the end of fitted values.
level: The width of the prediction interval.
legend: If TRUE, the legend is drawn.
vline: Whether to draw the vertical line, splitting the in-sample and the holdout sample.
parReset: Whether to reset par() after plotting things or not. If FALSE then you can add elements to the plot (e.g. additional lines).
...: Other parameters passed to plot() function.
Returns
Function does not return anything.
Details
Function uses the provided data to construct a linear graph. It is strongly advised to use ts objects to define the start of each of the vectors. Otherwise the data may be plotted incorrectly. The colours can be changed by defining a different palette via the palette() function. The function then would use colours 2 - 6 in the palette.
Examples
xreg <- cbind(y=rnorm(100,100,10),x=rnorm(100,10,10))almModel <- alm(y~x, xreg, subset=c(1:90))values <- predict(almModel, newdata=xreg[-c(1:90),], interval="prediction")graphmaker(xreg[,1],values$mean,fitted(values))graphmaker(xreg[,1],values$mean,fitted(values),legend=FALSE)graphmaker(xreg[,1],values$mean,fitted(values),legend=FALSE,lower=values$lower,upper=values$upper)# Produce the necessary ts objects from an arbitrary vectorsactuals <- ts(c(1:10), start=c(2000,1), frequency=4)forecast <- ts(c(11:15),start=end(actuals)[1]+end(actuals)[2]*deltat(actuals), frequency=frequency(actuals))graphmaker(actuals,forecast)# This should work as wellgraphmaker(c(1:10),c(11:15))# This way you can add additional elements to the plotgraphmaker(c(1:10),c(11:15), parReset=FALSE)points(c(1:15))# But don't forget to do dev.off() in order to reset the plotting area afterwards