plot.gmm {gmm} | R Documentation |
It is a plot method for gmm
objects.
## S3 method for class 'gmm': plot(x, which = c(1L:3), main = list("Residuals vs Fitted values", "Normal Q-Q", "Response variable and fitted values"), panel = if(add.smooth) panel.smooth else points, ask = prod(par("mfcol")) < length(which) && dev.interactive(), ..., add.smooth = getOption("add.smooth"))
x |
gmm object, typically result of gmm . |
which |
if a subset of the plots is required, specify a subset of
the numbers 1:3 . |
main |
Vector of titles for each plot. |
panel |
panel function. The useful alternative to
points , panel.smooth can be chosen
by add.smooth = TRUE . |
ask |
logical; if TRUE , the user is asked before
each plot, see par(ask=.) . |
... |
other parameters to be passed through to plotting functions. |
add.smooth |
logical indicating if a smoother should be added to
most plots; see also panel above. |
It is a beta version of a plot method for gmm
objects. It is a modified version of plot.lm
. For now, it is available only for linear models expressed as a formula. Any suggestions are welcome regarding plots or options to include.
The first two plots are the same as the ones provided by plot.lm
and the third is the dependant variable y with its mean hat{y} (the fitted values).
n = 500 phi<-c(.2,.7) thet <- 0 sd <- .2 x <- matrix(arima.sim(n=n,list(order=c(2,0,1),ar=phi,ma=thet,sd=sd)),ncol=1) y <- x[7:n] ym1 <- x[6:(n-1)] ym2 <- x[5:(n-2)] H <- cbind(x[4:(n-3)],x[3:(n-4)],x[2:(n-5)],x[1:(n-6)]) g <- y~ym1+ym2 x <- H res <- gmm(g,x) plot(res,which=3)