Q-Q plots of VAR-LiNGAM residuals — plot_varlingam_residual

Draws per-variable normal Q-Q plots of the residuals (analogous to the Moneta Gauss_Stats visual check). Deviations from the reference line indicate non-Gaussianity, which supports the LiNGAM assumption. Requires ggplot2.

Usage

plot_varlingam_residual_qq(
  result,
  on = c("innovations", "var"),
  ncol = 3,
  nrow = NULL
)

Arguments

result: a VARLiNGAMResult from lingam_var()
on: which series to plot: "innovations" (default) or "var"
ncol: number of facet columns
nrow: number of facet rows (NULL = automatic)

Value

a ggplot object

References

Analogous to the residual visual check (Gauss_Stats) in the VARLiNGAM R code of Moneta, A., Entner, D., Hoyer, P. O., & Coad, A. (2013), Oxford Bulletin of Economics and Statistics, 75(5), 705-730. https://sites.google.com/site/dorisentner/publications/VARLiNGAM

Examples

s <- generate_varlingam_sample(n = 1000, seed = 42)
m <- lingam_var(s$data, lags = 1, reg_method = "ols", prune = FALSE)
# \donttest{
plot_varlingam_residual_qq(m)

# }