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- residuals.garch11 <- residuals(fit.garch11.gaussian)
- figs <- rbind(c(0, 0.5, 0, 1),
- c(0.5, 1, 0, 1))
- colnames(figs) <- c("W", "E", "S", "N")
- rownames(figs) <- c("Screen1", "Screen2")
- screenIDs <- split.screen(figs)
- names(screenIDs) <- rownames(figs)
- ## 1) Left Side: QQ PLot + hist
- screen(screenIDs["Screen1"])
- qqnorm(residuals.garch11, main=c("Residuals Normal Q-Q Plot",
- paste("Shapiro p=", prettyNum(shap,
- digits = 2))))
- qqline(residuals.garch11)
- op <- par(fig=c(0.01,.32,.36,.98), new=TRUE)
- hist(residuals.garch11, breaks=22, probability=T,
- col="grey", xlab="", ylab="", main="", axes=F)
- lines(a, dnorm(a, mean(residuals.garch11),
- sd(residuals.garch11)),
- lty=1, col="darkblue", lwd=2)
- box()
- par(op)
- ## 2) Right side: Scatterplot
- screen(screenIDs["Screen2"])
- qqnorm(residuals.garch11, main=c("Residuals Normal Q-Q Plot",
- paste("Shapiro p=", prettyNum(shap,
- digits = 2))))
- qqline(residuals.garch11)
- op <- par(fig=c(0.01,.32,.36,.98), new=TRUE)
- hist(residuals.garch11, breaks=22, probability=T,
- col="grey", xlab="", ylab="", main="", axes=F)
- lines(a, dnorm(a, mean(residuals.garch11),
- sd(residuals.garch11)),
- lty=1, col="darkblue", lwd=2)
- box()
- par(op)
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