Plot VAR residuals dispersion

Plots a scatterplot of the residuals versus fitted values of a VAR model, using ggplot2.

Usage

ggvar_dispersion(
  x,
  series = NULL,
  args_point = list(),
  args_hline = list(yintercept = 0),
  args_labs = list(),
  args_facet = list(),
  ...
)

Arguments

x

A "varest" object to get residuals and fitted values from.

series

A character vector with series (variables) to consider. Defaults to all (NULL).

args_point, args_hline

Additional arguments passed to geom_point and geom_hline (respectively). See more in the 'Customization' section.

args_labs

Additional arguments passed to labs. If an empty list, will be changed to default values.

args_facet

Additional arguments passed to the faceting engine used.

...

Arguments passed to methods, see the 'Methods' section.

Value

A ggplot.

Details

Customization

The graph can be customized both with the 'static' arguments passed to each layer – using the args_* arguments –, and, if applicable, the 'dynamic' aesthetics – using the args_aes argument.

After built, the result can be further customized as any ggplot, adding or overwriting layers with the ggplot's +. It is useful to understand the data and the mappings coded by the package, using the function get_gg_info.

See vignette('customizing-graphs') for more details.

Methods

The data from x is extracted with the generic function texts_vec. Each class conditions an external function to pass the ... arguments to. Below there is a list with all the currently implemented classes:

• Class 'default': passed to nothing.

See also

Other model diagnostics plots: ggvar_acf(), ggvar_distribution(), ggvar_history(), ggvar_select(), ggvar_stability()

Examples

ggvar_dispersion(vars::VAR(freeny[-2]), args_facet = list(scales = "free_x"))