arfima: plot.predarfima – R documentation

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plot.predarfima

Plots the original time series, the predictions, and the prediction intervals for a predarfima object.

Description

This function takes a predarfima object generated by predict.arfima and plots all of the information contained in it. The colour code is as follows:

Usage

## S3 method for class 'predarfima'
plot(x, xlab = NULL, ylab = NULL, main = NULL,
  ylim = NULL, numback = 5, xlim = NULL, ...)

Arguments

`x`	A `predarfima` object
`xlab`	Optional
`ylab`	Optional
`main`	Optional
`ylim`	Optional
`numback`	The number of last values of the original series to plot defined by the user. The default is five
`xlim`	Optional
`...`	Currently not used

Details

grey: exact prediction red: exact prediction intervals (PIs) orange: limiting PIs

See predict.arfima.

Value

None. Generates a plot

Author(s)

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

Examples

set.seed(82365)
sim <- arfima.sim(1000, model = list(dfrac = 0.4, theta=0.9, dint = 1))
fit <- arfima(sim, order = c(0, 1, 1), back=TRUE)
fit
pred <- predict(fit, n.ahead = 5)
pred
plot(pred)
#Let's look at more context
plot(pred, numback = 50)

arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

v1.7-0

MIT + file LICENSE

Authors

JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]

Initial release

2018-11-01