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\name{plot-methods}
\alias{plot-methods}
\docType{methods}
\alias{plot}
\alias{plot,fGARCH,missing-method}
\concept{GARCH diagnostics}
\concept{GARCH goodness=of-fit}
\concept{VaR}
\concept{value-at-risk}
\concept{ES}
\concept{expected shortfall}
\title{GARCH plot methods}
\description{
Plot methods for GARCH modelling.
}
\usage{
\S4method{plot}{fGARCH,missing}(x, which = "ask", \dots)
}
\arguments{
\item{x}{
an object of class \code{"fGARCH"}.
}
\item{which}{
a character string or a vector of positive integers specifying which
plot(s) should be displayed, see section \sQuote{Details}.
}
\item{\dots}{
optional arguments to be passed.
}
}
\details{
The \code{plot} method for \code{"fGARCH"} objects offers a selection
of diagnostic, exploratory, and presentation plots from a menu.
Argument \code{which} can be used to request specific plots. This is
particularly useful in scripts.
If \code{which} is of length larger than one, all requested plots are
produced. For this to be useful, the graphics window should be split
beforehand in subwindows, e.g., using \code{par(mfrow = ...)},
\code{par(mfcol = ...)}, or \code{layout()} (see section
\sQuote{Examples}). If this is not done, then only the last plot will
be visible.
The following graphs are available:
\tabular{rl}{
1 \tab Time SeriesPlot\cr
2 \tab Conditional Standard Deviation Plot\cr
3 \tab Series Plot with 2 Conditional SD Superimposed\cr
4 \tab Autocorrelation function Plot of Observations\cr
5 \tab Autocorrelation function Plot of Squared Observations\cr
6 \tab Cross Correlation Plot\cr
7 \tab Residuals Plot\cr
8 \tab Conditional Standard Deviations Plot\cr
9 \tab Standardized Residuals Plot\cr
10 \tab ACF Plot of Standardized Residuals\cr
11 \tab ACF Plot of Squared Standardized Residuals\cr
12 \tab Cross Correlation Plot between $r^2$ and r\cr
13 \tab Quantile-Quantile Plot of Standardized Residuals\cr
14 \tab Series with -VaR Superimposed\cr
15 \tab Series with -ES Superimposed\cr
16 \tab Series with -VaR & -ES Superimposed
}
}
\author{
Diethelm Wuertz for the Rmetrics \R-port;
VaR and ES graphs were added by Georgi N. Boshnakov in v4033.92
}
\seealso{
\code{\link[=tsdiag.fGARCH]{fGARCH}} method for \code{tsdiag},
\code{\link{garchFit}},
class \code{\linkS4class{fGARCH}},
\code{\link{predict}},
\code{\link{fitted}},
\code{\link{residuals}}
\code{\link{VaR}}
\code{\link{ES}}
\code{\link{plot}}
}
\examples{
## simulate a Garch(1,1) time series
x <- garchSim(n = 200)
head(x)
## fit GARCH(1,1) model
fit <- garchFit(formula = ~ garch(1, 1), data = x, trace = FALSE)
\dontrun{
## choose plots interactively
plot(fit)
}
## Batch Plot:
plot(fit, which = 3)
## a 2 by 2 matrix of plots
op <- par(mfrow = c(2,2)) # prepare 2x2 window
plot(fit, which = c(10, 11, 3, 16)) # plot
par(op) # restore the previous layout
}
\keyword{models}
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