Plot Batch Results — plot_batch • mhpfilter

Create a ggplot2 visualization of batch filter results. Useful for comparing multiple series' cyclical components or trends.

Usage

plot_batch(x, show = c("cycle", "trend"), facet = TRUE, highlight = NULL)

Arguments

x: Result from mhp_batch.
show: Character. What to show: "cycle" (default) or "trend".
facet: Logical. If TRUE, use faceting; if FALSE, overlay series.
highlight: Character vector. Names of series to highlight (others shown faintly).

Value

A ggplot object.

Details

Creates visualizations for batch processing results: - Cycle plot: Shows business cycle components across series - Trend plot: Shows trend components across series

Options for faceting or overlay, with highlighting capability.

Examples

set.seed(456)
# Create multi-country dataset
n_time <- 80
countries <- c("USA", "UK", "Germany", "France", "Japan", "Canada")
gdp_data <- matrix(nrow = n_time, ncol = length(countries))

for (i in seq_along(countries)) {
  # Different growth rates and cycle patterns
  growth <- runif(1, 0.3, 1.0)
  cycle_freq <- 20 + runif(1, -5, 15)
  cycle_amp <- runif(1, 0.5, 2.5)

  gdp_data[, i] <- 100 + cumsum(rnorm(n_time, mean = growth / 100, sd = 0.4 / 100)) +
    cycle_amp * sin(2 * pi * (1:n_time) / cycle_freq)
}
colnames(gdp_data) <- countries

results <- mhp_batch(gdp_data, max_lambda = 10000)

if (require(ggplot2)) {
  # Show cycles with faceting
  plot_batch(results, show = "cycle", facet = TRUE)

  # Show trends overlaid
  plot_batch(results, show = "trend", facet = FALSE)

  # Highlight specific countries
  plot_batch(results, show = "cycle", facet = FALSE, highlight = c("USA", "Germany"))

  # Customized plot
  p <- plot_batch(results, show = "cycle", facet = TRUE)
  p <- p +
    ggplot2::labs(
      title = "Business Cycle Components: Selected Countries",
      subtitle = "Modified HP Filter Decomposition"
    ) +
    ggplot2::theme(
      strip.text = ggplot2::element_text(face = "bold", size = 9),
      axis.text.x = ggplot2::element_text(angle = 45, hjust = 1)
    )
  print(p)
}
#> Warning: Duplicated aesthetics after name standardisation: linewidth
#> Warning: Duplicated aesthetics after name standardisation: linewidth