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exuber

Volatility-robust (other routes)

Plot method for cusum_test() output

autoplot.cusum_test_obj Replication record →
autoplot(object, ...)

Plots the CUSUM-type statistic path against its critical values, with one panel for each series. For the two-sided CUSUM-of-squares tests, the sup path is shown against the upper critical value and the inf path against the lower one.

Arguments

object An object of class cusum_test_obj, the output of cusum_test.
... Further arguments passed to methods. Not used.

Value

A ggplot

See also

cusum_test