\name{plot.forc.ecdf} \alias{plot.forc.ecdf} %- Also NEED an '\alias' for EACH other topic documented here. \title{ Plots VAR forecasts and their empirical error bands} \description{ Plots mean VAR forecasts and pointwise error bands } \usage{ \method{plot}{forc.ecdf}(x, probs = c(0.05, 0.95), xlab = "", ylab = "", ylim = NA, ...) } %- maybe also 'usage' for other objects documented here. \arguments{ \item{x}{ N x nstep matrix of forecasts } \item{probs}{ width of error band probabilities, default is 90\% quantiles or \code{c(0.05,0.95)}} \item{xlab}{ x-axis labels } \item{ylab}{ y-axis labels } \item{ylim}{ Bounds for y-axis in standard format \code{c(lower,upper)}} \item{\dots}{ other plot parameters} } \details{ Plots the mean forecast and the pointwise empirical confidence region for a posterior sample of VAR forecasts. } \value{ None. } %\references{ } \author{ Patrick T. Brandt} %\note{ } \seealso{ \code{\link{plot.forecast}}} \examples{ \dontrun{ data(IsraelPalestineConflict) # Fit a BVAR model fit.BVAR <- szbvar(IsraelPalestineConflict, p=6, z=NULL, lambda0=0.6, lambda1=0.1, lambda3=2, lambda4=0.5, lambda5=0, mu5=0, mu6=0, nu=3, qm=4, prior=0, posterior.fit=FALSE) # Generate unconditional forecasts for both models forecast.BVAR <- uc.forecast(fit.BVAR, nsteps=12, burnin=100, gibbs=1000) # Plot the forecasts par(mfrow=c(2,1)) plot(forecast.BVAR$forecast[,,1], probs=c(0.16,0.84), main="I2P Forecast") abline(h=0) plot(forecast.BVAR$forecast[,,2], probs=c(0.16,0.84), main="P2I Forecast") abline(h=0) } } \keyword{ hplot}