plot_midas_coef.midas_nlpr function

Plot MIDAS coefficients

Plots MIDAS coefficients of a MIDAS regression for a selected term.

## S3 method for class 'midas_nlpr'
plot_midas_coef(
  x,
  term_name = NULL,
  title = NULL,
  compare = NULL,
  normalize = FALSE,
  ...
)

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
• normalize: logical, if FALSE use the weight from the model, if TRUE, set the normalization coefficient of the weight function to 1.
• ...: 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 MIDAS coefficients of a selected MIDAS regression term together with corresponding MIDAS coefficients and their confidence intervals of unrestricted MIDAS regression

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys