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| author | Suraj Yerramilli | 2015-05-26 10:11:15 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2015-05-26 10:11:15 +0530 |
| commit | c3ba0944d53289bc04f44b95a672b3abcd9d3272 (patch) | |
| tree | ac2604f7b0208900f1cc38496ff5e597d742591e /R | |
| parent | c6c605030b91cdaa1851c2a3e6e431ad1d118c27 (diff) | |
| download | SysID-R-code-c3ba0944d53289bc04f44b95a672b3abcd9d3272.tar.gz SysID-R-code-c3ba0944d53289bc04f44b95a672b3abcd9d3272.tar.bz2 SysID-R-code-c3ba0944d53289bc04f44b95a672b3abcd9d3272.zip | |
Added code to plot significance region
Diffstat (limited to 'R')
| -rw-r--r-- | R/impulse.R | 10 |
1 files changed, 8 insertions, 2 deletions
diff --git a/R/impulse.R b/R/impulse.R index 716c279..90b3fd4 100644 --- a/R/impulse.R +++ b/R/impulse.R @@ -45,14 +45,20 @@ impulseest <- function(data,M=30,K=0){ #' Plots the estimated IR Coefficients #' #' @param model an object of class \code{impulseest} +#' @param sig Significance Limits (Default: \code{0.975}) #' #' @seealso \code{\link{impulseest}},\code{\link{step}} #' @export -plot.impulseest <- function(model){ +plot.impulseest <- function(model,sig=0.975){ + lim <- model$se*qnorm(0.975) + + ylim <- c(min(coef(model)),max(coef(model))) + title <- paste("Impulse Response \n From",model$x,"to",model$y) plot(model$lags,coef(model),type="h",xlab="Lag",ylab= model$y, main = title) - abline(h=0) + abline(h=0);points(x=model$lags,y=lim,col="blue",lty=2,type="l") + points(x=model$lags,y=-lim,col="blue",lty=2,type="l") } |