plot_lstr function

Plot MIDAS coefficients

Plots logistic function for LSTR MIDAS regression

plot_lstr(x, term_name, title = NULL, compare = NULL, ...)

Arguments

• x: midas_r object
• term_name: the term name for which the coefficients are plotted. Default is NULL, which selects the first MIDAS term
• title: the title string of the graph. The default is NULL for the default title.
• compare: the parameters for weight function to compare with the model, default is NULL
• ...: not used

Returns

a data frame with restricted MIDAS coefficients, unrestricted MIDAS coefficients and lower and upper confidence interval limits. The data frame is returned invisibly.

Details

Plots logistic function for LSTR MIDSAS regression of unrestricted MIDAS regression

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys