AcfPlot: Basic ACF Plotting

In FitAR: Subset AR Model Fitting

Description

Produces theoretical correlation plot

Usage

AcfPlot(g, LagZeroQ= TRUE, ylab=NULL, main=NULL, ...)

Arguments

g	vector of autocorrelations at lags 1,..,length(g)
LagZeroQ	start plot at lag zero with g[0]=1
ylab	vertical axis label
main	plot title
...	optional graphical parameters

Value

No value. Plot is produced via plot function.

Author(s)

A.I. McLeod and Y. Zhang

See Also

acf

Examples

#
#Simple example, plot acf for AR(1)
 phi<-0.8
 maxLag<-20
 g<-phi^(1:maxLag)
 AcfPlot(g)
 AcfPlot(g, LagZeroQ=FALSE)
#
# Plot the sample inverse partial autocorrelations. 
# On the basis of this plot, Cleveland (1972) suggested an ARp(1,2,7)
# for this data
"InverseAcf" <-
function(z, p=15){
g<-TacvfMA(GetFitARpLS(z-mean(z),1:p)$phiHat, lag.max=p)
g/g[1]
}
#
data(SeriesA)
AcfPlot(InverseAcf(SeriesA),LagZeroQ=FALSE)

Example output

Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm

FitAR documentation built on May 2, 2019, 3:22 a.m.