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我正在使用GGplot2 + grid.arrange處理脈衝響應函數圖(來自矢量自迴歸模型)。下面我給你我的實際情節和來自vars
包的原始情節。我真的想要任何提示,以改善最終結果脈衝響應函數(IRF)上的grid.arrange + ggplot2
會很好,至少把兩個地塊靠得更近。
這不是一個完整的問題的話題,但改善要求
這裏的全部代碼
library(vars)
# Define lags
lag = VARselect(my_data, lag.max=12)
# Estimating var
my_var = VAR(my_data, min(lag$selection), type='both')
# Set the Impulse-Response data
impulse <- irf(my_var)
# Prepare plot data
number_ticks <- function(n) {function(limits) pretty(limits, n)}
lags <- c(1:11)
irf1<-data.frame(impulse$irf$PIB[,1],impulse$Lower$PIB[,1],
impulse$Upper$PIB[,1], lags)
irf2<-data.frame(impulse$irf$PIB[,2],impulse$Lower$PIB[,2],
impulse$Upper$PIB[,2])
# creating plots
PIB_PIB <- ggplot(data = irf1,aes(lags,impulse.irf.PIB...1.)) +
geom_line(aes(y = impulse.Upper.PIB...1.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...1.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...1.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...1., ymin=impulse.Lower.PIB...1.), fill="lightblue", alpha=.1) +
xlab("") + ylab("PIB") + ggtitle("Orthogonal Impulse Response from PIB") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank()) +
geom_line(colour = 'black')
PIB_CON <- ggplot(data = irf2,aes(lags,impulse.irf.PIB...2.)) +
geom_line(aes(y = impulse.Upper.PIB...2.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...2.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...2.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...2., ymin=impulse.Lower.PIB...2.), fill="lightblue", alpha=.1) +
scale_x_continuous(breaks=number_ticks(10)) +
xlab("") + ylab("CONSUMO") + ggtitle("") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank()) +
geom_line(colour = 'black')
# Generating plot
grid.arrange(PIB_PIB, PIB_CON, nrow=2)