Title

tc_plot -- Threshold cointegration visualisations

Syntax

tc_plot regime resvar [if] [in] [, threshold(#) model(tar|mtar) title(text) saving(name) scheme(name)]

tc_plot grid [, title(text) saving(name) scheme(name)]

tc_plot ect ectvar [if] [in] [, threshold(#) title(text) saving(name) scheme(name)]

Description

Publication-quality twoway graphs for threshold cointegration analysis.

regime: scatter of resvar colored by regime, with threshold reference line.

grid: plots grid statistics stored by the last test (uses r(grid_values)/r(grid_stats)).

ect: time-series scatter of the ECT (TVECM) colored by regime.

Examples

tc_es ln_inv ln_inc, model(mtar)

tc_plot regime _resid, threshold(0) model(mtar)

tc_bf ln_inv ln_inc

tc_plot grid, title(Balke-Fomby sup-Wald grid)

Also see

Package overview | tc_es | tc_bf | tc_hs | tc_tvecm | twoway