PlotACF: Combined Plot of a Time Series and Its ACF and PACF

In DescTools: Tools for Descriptive Statistics

Combined Plot of a Time Series and Its ACF and PACF

Description

Combined plot of a time Series and its autocorrelation and partial autocorrelation

Usage

PlotACF(series, lag.max = 10 * log10(length(series)), main = NULL, cex = NULL, ...)
PlotGACF(series, lag.max = 10 * log10(length(series)), type = "cor", ylab = NULL, ...)

Arguments

series	univariate time series.
lag.max	integer. Defines the number of lags to be displayed. The default is 10 * log10(length(series)).
main	an overall title for the plot
cex	numerical value giving the amount by which plotting text and symbols should be magnified relative to the default.
type	character string giving the type of acf to be computed. Allowed values are "cor" (the default), "cov" or "part" for autocorrelation, covariance or partial correlation.
ylab	a title for the y axis: see title.
...	the dots are passed to the plot command.

Details

PlotACF plots a combination of the time series and its autocorrelation and partial autocorrelation. PlotGACF is used as subfunction to produce the acf- and pacf-plots.

Author(s)

Markus Huerzeler (ETH Zurich), some minor modifications Andri Signorell <[e-mail]>

See Also

ts

Examples

PlotACF(AirPassengers)

DescTools documentation built on Sept. 26, 2024, 1:07 a.m.