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Make plotting optional in mq #1

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21 changes: 13 additions & 8 deletions R/MTS.R
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Original file line number Diff line number Diff line change
Expand Up @@ -1164,7 +1164,7 @@
VARirf <- list(irf=Si,orthirf=orSi)
}

"mq" <- function(x,lag=24,adj=0){
"mq" <- function(x,lag=24,adj=0,return.only=FALSE){
# Compute multivariate Ljung-Box test statistics
#
# adj: adjustment for the degrees of freedomm in the chi-square distribution.
Expand Down Expand Up @@ -1194,13 +1194,18 @@
}
pvs=QM[,4]
dimnames(QM) = list(names(pvs),c(" m "," Q(m) "," df "," p-value"))
cat("Ljung-Box Statistics: ","\n")
printCoefmat(QM,digits = 3)
#
par(mfcol=c(1,1))
plot(pvs,ylim=c(0,1),xlab="m",ylab="prob",main="p-values of Ljung-Box statistics")
abline(h=c(0))
lines(rep(0.05,lag),lty=2,col='blue')
if(!return.only){
cat("Ljung-Box Statistics: ","\n")
printCoefmat(QM,digits = 3)
#
par(mfcol=c(1,1))
plot(pvs,ylim=c(0,1),xlab="m",ylab="prob",main="p-values of Ljung-Box statistics")
abline(h=c(0))
lines(rep(0.05,lag),lty=2,col='blue')
}
else{
return(QM)
}
}

###
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5 changes: 4 additions & 1 deletion man/mq.Rd
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Expand Up @@ -6,7 +6,7 @@
cross-correlation matrices
}
\usage{
mq(x, lag = 24, adj = 0)
mq(x, lag = 24, adj = 0, return.only=FALSE)
}
\arguments{
\item{x}{The data matrix of a vector time series or residual series of a
Expand All @@ -16,6 +16,9 @@ fitted multivariate model.
}
\item{adj}{Adjustment for the degrees of freedom for the Ljung-Box
statistics. This is used for residual series. Default is zero.
}
\item{return.only}{If TRUE, the results are returned, but not printed or
plotted. Default is FALSE.
}
}
\details{Computes the multivariate Ljung-Box statistics and their
Expand Down