plot_confints

Confidence intervals plotting utility for pairwise-conditional causalities

Syntax

   plot_confints(F,FUP,FLO,FCRIT)

Arguments

See also Common variable names and data structures.

input

   F          matrix of pairwise-conditional Granger causalities
   FUP        matrix of upper confidence bounds
   FLO        matrix of lower confidence bounds
   FCRIT      critical GC value (default: none)

Description

Plot bar chart of pairwise-conditional time-domain causalities F (cf. autocov_to_pwcgc) with upper and lower confidence intervals FUP, FLO (cf. mvgc_confint, empirical_confint). Optionally also plot a critical value FCRIT (cf. mvgc_cval, empirical_cval).

See also

autocov_to_pwcgc | mvgc_confint | empirical_confint | mvgc_cval | empirical_cval | mvgc_demo_confint