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Plot the fitted or residual curves of a FARFIMA fit

plot.farfima.Rd

Rainbow plots of the in-sample fit of a model from farfima(), coloured by time as in plot_curves(). type = "fitted" draws the fitted curves on the scale of the data, and type = "residuals" draws the residual curves. The first max(p, q) curves have no fit and are left out.

Usage

# S3 method for class 'farfima'
plot(
  x,
  type = c("fitted", "residuals"),
  argvals = NULL,
  xlab = "Grid",
  ylab = NULL,
  main = NULL,
  ...
)

Arguments

x

A fit from farfima() with method = "farma".

type

"fitted" or "residuals".

argvals

Grid values. Defaults to the row names of the curves if numeric.

xlab, ylab, main

Axis labels and title.

...

Other arguments passed to graphics::matplot().

Value

x, invisibly.

See also

fitted() and residuals() for the curves.

Examples

sim = sim_farfima(n = 200, d = 0.3, p = 1, q = 0, no_grid = 51, seed = 1)
fit = farfima(sim, d = 0.3, order = c(1, 0), trim = 50, verbose = FALSE)
plot(fit)

plot(fit, type = "residuals")