Convert vars::varprd to data.frame — fortify.varprd • ggfortify

Convert vars::varprd to data.frame

Usage

# S3 method for class 'varprd'
fortify(
  model,
  data = NULL,
  is.date = NULL,
  ts.connect = FALSE,
  melt = FALSE,
  ...
)

Arguments

model: vars::varprd instance
data: original dataset, if needed
is.date: Logical frag indicates whether the stats::ts is date or not. If not provided, regard the input as date when the frequency is 4 or 12.
ts.connect: Logical frag indicates whether connects original time-series and predicted values
melt: Logical flag indicating whether to melt each timeseries as variable
...: other arguments passed to methods

Value

data.frame

Examples

if (FALSE) { # \dontrun{
data(Canada, package = 'vars')
d.var <- vars::VAR(Canada, p = 3, type = 'const')
fortify(stats::predict(d.var, n.ahead = 50))
} # }