Auxiliary routine for plotting local multiple regressions — plot

Produces a plot of local multiple regressions.

plot_local.multiple.regression(Lst, nsig=2, xaxt="s")

Arguments

Lst	A list from local.multiple.regression.
nsig	An optional value for the number of significant variables to plot_ Default is 2.
xaxt	An optional vector of labels for the "x" axis. Default is 1:n.

Details

The routine produces a time series plot of local multiple regressions with its confidence interval. Also, at every upturn and downturn of the corresponding local multiple correlation, the name of the variable that maximizes that multiple correlation against the rest is shown on top. The others are named ordered by significance when they are relevant.

Value

Plot.

References

Fernández-Macho, J., 2018. Time-localized wavelet multiple regression and correlation, Physica A: Statistical Mechanics, vol. 490, p. 1226--1238. <DOI:10.1016/j.physa.2017.11.050>