Plots a vector autoregressive moving average (VARMA) model (A.I. Glaser).

### Options

`TIMEPOINTS` = variate |
X-coordinates for the graphs; default uses the integers 1, 2… |
---|---|

`TITLE` = texts |
Overall title for the graphs |

`YTITLE` = texts |
Titles for the y-axes; default `*` forms titles automatically from the identifiers or labels of the y-variables |

`XTITLE` = texts |
Title for the x-axis in each set of graphs; default `*` uses the identifier of `TIMEPOINTS` (if set) |

`NROWS` = scalar |
Specifies the number of rows of graphs to appear on the graphics screen; default `*` takes the number of y-variables |

`NCOLUMNS` = scalar |
Specifies the number of columns of graphs to appear on the graphics screen; default 1 |

### Parameter

`SAVE` = pointers |
Save structure from `TVARMA` with information about the analysis; default plots information from the most recent `TVARMA` analysis |
---|

### Description

`TVGRAPH`

plots results from an analysis by the `TVARMA`

procedure. By default this will be from the most recent analysis, but you can use the `SAVE`

parameter to supply results from an earlier analysis (saved using the `SAVE`

parameter of `TVARMA`

).

The `TIMEPOINTS`

option supplies the time points. If this is not set (or if there are at most only two unique values), `TVGRAPH`

uses the integers 1 … *n*, where *n* is the number of time points in the analysis.

You can use the `TITLE`

option to supply a title for the graphs. If `TITLE`

is not set, no title is displayed.

The `YTITLE`

option supplies a title for the y-axes; this must be set either to a text with a value for each y-variable, or one with a single value (which will then be used for all of them). You can set `YTITLE=''`

to stop a title appearing on the y-axes. If `YTITLE`

is not set, `TVGRAPH`

forms the titles automatically from the identifiers of the series in the `TVARMA`

analysis.

The `XTITLE`

option supplies a title for the x-axes; this must be set to a text with a single value. If `XTITLE`

is not set, `TVGRAPH`

uses the identifier of the `TIMEPOINTS`

option (if specified).

By default, the graphs are plotted in a single column, but this can be altered by using `NROWS`

and `NCOLUMNS`

options to specify the required number of rows and columns respectively. The graphs will be spread over several screens if the values supplied for `NROWS`

and `NCOLUMNS`

, are too small to include all the graphs on a single screen.

Options: `TIMEPOINTS`

, `TITLE`

, `YTITLE`

, `XTITLE`

, `NROWS`

, `NCOLUMNS`

.

Parameter: `SAVE`

.

### Action with `RESTRICT`

`DATA`

variates must not be restricted.

### See also

Procedures: `TVARMA`

, `TVFORECAST`

.

Commands for: Time series, Graphics.

### Example

CAPTION 'TVGRAPH example',\ 'NAG example for G13DCF and G13DSF.'; STYLE=meta,plain VARIATE [NVALUES=48] C1 READ C1 -1.49 -1.62 5.2 6.23 6.21 5.86 4.09 3.18 2.62 1.49 1.17 0.85 -0.35 0.24 2.44 2.58 2.04 0.4 2.26 3.34 5.09 5 4.78 4.11 3.45 1.65 1.29 4.09 6.32 7.5 3.89 1.58 5.21 5.25 4.93 7.38 5.87 5.81 9.68 9.07 7.29 7.84 7.55 7.32 7.97 7.76 7 8.35 : VARIATE [NVALUES=48] C2 READ C2 7.34 6.35 6.96 8.54 6.62 4.97 4.55 4.81 4.75 4.76 10.88 10.01 11.62 10.36 6.4 6.24 7.93 4.04 3.73 5.6 5.35 6.81 8.27 7.68 6.65 6.08 10.25 9.14 17.75 13.3 9.63 6.8 4.08 5.06 4.94 6.65 7.94 10.76 11.89 5.85 9.01 7.5 10.02 10.38 8.15 8.37 10.73 12.14 : " Set values of fixed AR parameters " MATRIX [ROWS=2; COLUMNS=2] armatrix CALCULATE armatrix$[2;1] = 0 POINTER [NVALUES=4] arset CALCULATE arset[1] = armatrix TVARMA [ARMA=!(1,0); ARFIXED=arset; NCROSS=10] !P(C1,C2) TVGRAPH