tsacfplots: Coordinated time series and ACF and PCF plots.

In HH: Statistical Analysis and Data Display: Heiberger and Holland

Coordinated time series and ACF and PCF plots.

Description

Coordinated time series and ACF and PCF plots.

Usage

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 ([e-mail])

See Also

seqplot

Examples

tsacfplots(co2)
acf.pacf.plot(co2)

HH documentation built on May 29, 2024, 6:24 a.m.