1 
> dput(head(inputData))
structure(list(Date = c("2018:07:00", "2018:06:00", "2018:05:00", 
"2018:04:00", "2018:03:00", "2018:02:00"), IIP = c(125.8, 127.5, 
129.7, 122.6, 140.3, 127.4), CPI = c(139.8, 138.5, 137.8, 137.1, 
136.5, 136.4), `Term Spread` = c(1.580025, 1.89438, 2.020112, 
1.899074, 1.470544, 1.776862), RealMoney = c(142713.9916, 140728.6495, 
140032.2762, 139845.5215, 139816.4682, 139625.865), NSE50 = c(10991.15682, 
10742.97381, 10664.44773, 10472.93333, 10232.61842, 10533.10526
), CallMoneyRate = c(6.161175, 6.10112, 5.912088, 5.902226, 5.949956, 
5.925538), STCreditSpread = c(-0.4977, -0.3619, 0.4923, 0.1592, 
0.3819, -0.1363)), row.names = c(NA, -6L), class = c("tbl_df", 
"tbl", "data.frame"))

我想让我的自回归图像这样：

这个地块（目的地地块）

#------> importing all libraries
library(readr)
install.packages("lubridtae")
library("lubridate")
install.packages("forecast")
library('ggplot2')
library('fpp')
library('forecast')
library('tseries')

#--------->reading data
inputData <- read_csv("C:/Users/sanat/Downloads/exercise_1.csv")

#--------->calculating the lag=1 for NSE50

diff_NSE50<-(diff(inputData$NSE50, lag = 1, differences = 1)/lag(inputData$NSE50))
diff_RealM2<-(diff(inputData$RealMoney, lag = 1, differences = 1)/lag(inputData$RealMoney))


plot.ts(diff_NSE50)
#--------->
lm_fit = dynlm(IIP ~ CallMoneyRate + STCreditSpread + diff_NSE50 + diff_RealM2, data = inputData)
summary(lm_fit)
#--------->
inputData_ts = ts(inputData, frequency = 12, start = 2012)

#--------->area of my doubt is here 

VAR_data <- window(ts.union(ts(inputData$IIP), ts(inputData$CallMoneyRate)))
VAR_est <- VAR(y = VAR_data, p = 12)
plot(VAR_est)

我想让我的情节在同一个情节中一起绘制。如何将 var() 图分割成两个单独的图。

当前情节：

我目前的情节（来源）

我的数据集： 数据集

4

1 回答 1

0

好的，所以这仍然需要一些工作，但它应该为您设置正确的框架。我会更多地考虑与ggplot2未来合作。

需要很少的额外包，即library(vars)和library(dynlm)。

从...开始，

VAR_est <- VAR(y = VAR_data, p = 12)

VAR_est现在我们从对象中提取我们想要的值。

y <- as.numeric(VAR_est$y[,1])
z <- as.numeric(VAR_est$y[,2])
x <- 1:length(y)


## second data set on a very different scale
par(mar = c(5, 4, 4, 4) + 0.3)  # Leave space for z axis
plot(x, y, type = "l") # first plot
par(new = TRUE)
plot(x, z, type = "l", axes = FALSE, bty = "n", xlab = "", ylab = "")
axis(side=4, at = pretty(range(z)))
mtext("z", side=4, line=3)

我会让你在等上添加虚线......

提示：分解VAR_est对象，例如 ，VAR_est$datamat然后查看哪位数据对应于您想要的绘图部分。

使用了其中的一些

于 2019-03-26T22:52:03.727 回答