Plot methods for objects belonging to classes set in package urca. Depending on the unit root/cointegration test a suitable graphical presentation is selected.
methods
latin1
Methods
x = "ur.ers", y = "missing": Diagram of fit of the Elliott, Rothenberg and Stock unit root test of type "DF-GLS" with residual plot and their acfs' and pacfs'.
x = "ur.kpss", y = "missing": Residual plot and their acfs' and pacfs' of the KPSS test.
x = "ca.jo", y = "missing": Time series plots and associated cointegration relations for the Johansen procedure.
x = "ca.po", y = "missing": Residual plot and their acfs' and pacfs' of the cointegration regression(s) for the Phillips and Ouliaris test.
x = "ur.pp", y = "missing": Diagram of fit of the Phillips and Perron unit root test, residual plot and their acfs' and pacfs'.
x = "ur.sp", y = "missing": Diagram of fit of the Schmidt and Phillips unit root test, residual plot and their acfs' and pacfs'.
x = "ur.za", y = "missing": Plot of recursive t-statistics as outcome of Zivot and Andrews unit root test.
See Also
ur.ers-class, ur.kpss-class, ca.jo-class, ca.po-class, ur.pp-class, ur.sp-class and ur.za-class.