plot_cvR Documentation

Plot the Cross Validation Error Curve for a Sparse VAR or VARX

Description

Plot the Cross Validation Error Curve for a Sparse VAR or VARX

Usage

plot_cv(fit, ...)

Arguments

fit

Fitted VAR, VARMA or VARX model. returned by sparseVAR, sparseVARMA or sparseVARX.

...

Not currently used