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