tsacfplots: Coordinated time series and ACF and PCF plots.

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

View source: R/ARIMA-trellis.R

Description

Coordinated time series and ACF and PCF plots.

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
tsacfplots(x,
           ylab=deparse(substitute(x)),
           x.name=ylab[[1]],
           main=paste("Series:", x.name),
           lag.at=NULL,
           lag.max=NULL,
           lag.units=NULL,
           lag.0=TRUE,
           ...)

acf.pacf.plot(x,
	      ylab=NULL,
	      series=deparse(substitute(x)),
	      main=paste("ACF and PACF:", series),
	      lag.max,
	      lag.units=frequency(x),
	      lag.at=pretty(apacf$lag),
	      lag.labels=lag.at*lag.units,
              lag.0=TRUE,
              strip=TRUE, strip.left=FALSE,
	      ...)

Arguments

x

time series

ylab, main

standard trellis arguments.

x.name, series

Character string, name for the time series.

lag.at

Location of ticks for the acf and pacf plots.

lag.labels

Labels for ticks for the acf and pacf plots.

lag.max

Maximum lag used in the acf and pacf plots.

lag.units

Units for time series, defaults to frequency(x)

lag.0

Logical. If TRUE, then plot the correlation (identically 1) at lag=0. If FALSE, do not plot the correlation at lag=0.

strip, strip.left

Standard lattice arguments described in xyplot.

...

Additional arguments to seqplot for tsacfplots. Additional arguments to strip.default for acf.pacf.plot.

Details

The acf and pacf plots are scaled identically.

Value

"tsacfplots" object containing two "trellis" objects.

Author(s)

Richard M. Heiberger (rmh@temple.edu)

See Also

seqplot

Examples

1
2

Example output

Loading required package: lattice
Loading required package: grid
Loading required package: latticeExtra
Loading required package: RColorBrewer
Loading required package: multcomp
Loading required package: mvtnorm
Loading required package: survival
Loading required package: TH.data
Loading required package: MASS

Attaching package: 'TH.data'

The following object is masked from 'package:MASS':

    geyser

Loading required package: gridExtra

HH documentation built on Jan. 27, 2022, 5:08 p.m.

Related to tsacfplots in HH...