grid.arrange+;关于脉冲响应函数(IRF)的ggplot2
我正在使用GGplot2+grid.arrange绘制脉冲响应函数图(来自向量自回归模型)。下面是我的实际绘图和grid.arrange+;关于脉冲响应函数(IRF)的ggplot2,r,ggplot2,autoregressive-models,R,Ggplot2,Autoregressive Models,我正在使用GGplot2+grid.arrange绘制脉冲响应函数图(来自向量自回归模型)。下面是我的实际绘图和vars包中的原始绘图。我真的很想得到任何改善最终结果的提示 那就好了,至少把两块地放近一点 这不是一个完整的问题主题,而是一个改进问题 这里是完整的代码 library(vars) # Define lags lag = VARselect(my_data, lag.max=12) # Estimating var my_var = VAR(my_data, min(lag$se
vars
包中的原始绘图。我真的很想得到任何改善最终结果的提示
那就好了,至少把两块地放近一点
这不是一个完整的问题主题,而是一个改进问题
这里是完整的代码
library(vars)
# Define lags
lag = VARselect(my_data, lag.max=12)
# Estimating var
my_var = VAR(my_data, min(lag$selection), type='both')
# Set the Impulse-Response data
impulse <- irf(my_var)
# Prepare plot data
number_ticks <- function(n) {function(limits) pretty(limits, n)}
lags <- c(1:11)
irf1<-data.frame(impulse$irf$PIB[,1],impulse$Lower$PIB[,1],
impulse$Upper$PIB[,1], lags)
irf2<-data.frame(impulse$irf$PIB[,2],impulse$Lower$PIB[,2],
impulse$Upper$PIB[,2])
# creating plots
PIB_PIB <- ggplot(data = irf1,aes(lags,impulse.irf.PIB...1.)) +
geom_line(aes(y = impulse.Upper.PIB...1.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...1.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...1.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...1., ymin=impulse.Lower.PIB...1.), fill="lightblue", alpha=.1) +
xlab("") + ylab("PIB") + ggtitle("Orthogonal Impulse Response from PIB") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank()) +
geom_line(colour = 'black')
PIB_CON <- ggplot(data = irf2,aes(lags,impulse.irf.PIB...2.)) +
geom_line(aes(y = impulse.Upper.PIB...2.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...2.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...2.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...2., ymin=impulse.Lower.PIB...2.), fill="lightblue", alpha=.1) +
scale_x_continuous(breaks=number_ticks(10)) +
xlab("") + ylab("CONSUMO") + ggtitle("") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank()) +
geom_line(colour = 'black')
# Generating plot
grid.arrange(PIB_PIB, PIB_CON, nrow=2)
库(vars)
#定义滞后
lag=VARselect(我的_数据,lag.max=12)
#估计风险价值
my_var=var(my_数据,min(滞后$selection),type='both')
#设置脉冲响应数据
脉冲得到了非常接近理想模型的结果
以下是更改后的图:
PIB_PIB <- ggplot(data = irf1,aes(lags,impulse.irf.PIB...1.)) +
geom_line(aes(y = impulse.Upper.PIB...1.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...1.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...1.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...1., ymin=impulse.Lower.PIB...1.), fill="lightblue", alpha=.1) +
xlab("") + ylab("PIB") + ggtitle("Orthogonal Impulse Response from PIB") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank(),
plot.margin = unit(c(2,10,2,10), "mm"))+
scale_x_continuous(breaks=number_ticks(10)) +
geom_line(colour = 'black')
PIB_CON <- ggplot(data = irf2,aes(lags,impulse.irf.PIB...2.)) +
geom_line(aes(y = impulse.Upper.PIB...2.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...2.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...2.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...2., ymin=impulse.Lower.PIB...2.), fill="lightblue", alpha=.1) +
xlab("") + ylab("CONSUMO") + ggtitle("") +
theme(axis.title.x=element_blank(),
# axis.text.x=element_blank(),
# axis.ticks.x=element_blank(),
plot.margin = unit(c(-10,10,4,10), "mm"))+
scale_x_continuous(breaks=number_ticks(10)) +
geom_line(colour = 'black')
grid.arrange(PIB_PIB, PIB_CON, nrow=2)
PIB_PIB