Plots a vector with orders of integration of time series.
Usage
plot_order_integration(orders, show_names = TRUE, show_legend = TRUE,
names_size = NULL, legend_size = NULL, cols = NULL)
Arguments
- orders
A
"bootUR", "order_integration"
object obtained from the functionorder_integration
, or a vector with found orders of integration.- show_names
Show the time series' names on the plot (
TRUE
) or not (FALSE
). Default isTRUE
.- show_legend
Logical indicator whether a legend should be displayed. Default is
TRUE
.- names_size
Size of the time series' names if
show_names = TRUE
. Default takesggplot2
defaults.- legend_size
Size of the text in the legend if
show_legend = TRUE
. Default takesggplot2
defaults.- cols
Vector with colours for displaying the orders of integration. At least as many colours as orders of integration need to be supplied. Default supplies 4 colours for displaying up to \(I(3)\) series.
Details
This function requires the package ggplot2
to be installed. If the package is not found, plotting is aborted.
References
Smeekes, S. and Wilms, I. (2023). bootUR: An R Package for Bootstrap Unit Root Tests. Journal of Statistical Software, 106(12), 1-39.