plot_sp function

Plot non-parametric part of the single index MIDAS regression

Plot non-parametric part of the single index MIDAS regression of unrestricted MIDAS regression

plot_sp(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.

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys