Description Usage Arguments Value Author(s) References See Also Examples

Plot the ACF without the traditional noninformation unit spike at lag 0.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
Acf(x, lag.max = NULL,
type = c("correlation", "covariance", "partial"),
plot = TRUE, na.action = na.fail, demean = TRUE, ...)
## S3 method for class 'Acf'
plot(x, ci = 0.95, type = "h", xlab = "Lag", ylab = NULL,
ylim = NULL, main = NULL,
ci.col = "blue", ci.type = c("white", "ma"),
max.mfrow = 6, ask = Npgs > 1 && dev.interactive(),
mar = if(nser > 2) c(3,2,2,0.8) else par("mar"),
oma = if(nser > 2) c(1,1.2,1,1) else par("oma"),
mgp = if(nser > 2) c(1.5,0.6,0) else par("mgp"),
xpd = par("xpd"), cex.main = if(nser > 2) 1 else par("cex.main"),
verbose = getOption("verbose"), acfLag0=FALSE,
...)
``` |

These functions are provided to make it easy to plot an autocorrelation function without the noninformative unit spike at lag 0. This is done by calling plot(x, acfLag0=FALSE, ...). Apart from the 'acfLag0' argument, the rest of the arguments are identical to those for 'acf' and 'plot.acf'.

`x` |
for 'acf': a numeric vector or time series. for 'plot.acf': an object of class 'acf'. |

`lag.max` |
maximum lag at which to calculate the acf. |

`ci` |
coverage probability for confidence interval for 'plot.acf'. |

`type` |
the type of 'acf' or 'plot' |

`plot` |
logical. If 'TRUE' the 'acf' function will call 'plot.acf'. |

`na.action` |
function to be called by 'acf' to handle missing values. |

`demean` |
logical: Should the x be replaced by (x-mean(x)) before computing the sums of squares and lagged cross products to produce the 'acf'? |

```
xlab, ylab, ylim, main, ci.col, ci.type, max.mfrow,
ask, mar, oma, mgp, xpd, cex.main, verbose
``` |
as described with help('acf', package='stats') |

`acfLag0` |
logical: TRUE to plot the traditional noninformation unit spike at lag 0. FALSE to omit that spike, consistent with the style in Tsay (2005). |

`...` |
further arguments passed to 'plot.acf' |

The 'acf' function returns an object of class 'Acf', which inherits from class 'acf', as described with help('acf', package='stats').

The 'plot.Acf' function returns NULL.

Spencer Graves for the FinTS modification of 'plot.acf'.

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley)

`acf`

`plot.acf`

`Box.test`

`AutocorTest`

1 2 3 4 5 |

FinTS documentation built on May 29, 2017, 9:08 a.m.

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