Comparing the inputs of a praislm regression

The function in_scatter returns low-frequency comparisons of the inputs from a praislm, a twoStepsBenchmark or threeRuleSmooth.

Usage

in_scatter(
  object,
  type = if (model.list(object)$include.differenciation) "changes" else "levels"
)

Arguments

object

an object of class "praislm", "twoStepsBenchmark" or "threeRuleSmooth".

type

"levels" or "changes". This defines the type of output. A differencied model can't have a scatterplot in levels.

Value

a named matrix time series of two or three columns, one for the low-frequency serie and the others for the high-frequency series (eventually differentiated if include.differenciation is TRUE). A tscomparison class is added to the object. For a twoStepsBenchmark object, this matrix has three columns, for the low-frequency series, the high-frequency on the regression span and the high-frequency series on the benchmark span.

If outlier effects are estimated, the contributions of the outliers are substracted from the low-frequency series.

Details

The functions plot and autoplot can be used on this object to produce graphics.

See also

in_sample in_disaggr in_revisions plot.tscomparison

Examples

benchmark <- twoStepsBenchmark(turnover,construction,include.rho = TRUE)
plot(in_scatter(benchmark))