Nothing
# PROGRAM 2.1
unicor <- function (y, lag = NULL, minmax = c(-1.0e+30, 1.0e+30), plot = TRUE, ...)
{
n <- length(y)
if (is.null(lag))
lag <- as.integer(2 * sqrt(n)) # maximum lag
lag1 <- lag + 1
outmin <- minmax[1]
outmax <- minmax[2]
z <- .Fortran(C_unicorf,
as.double(y),
as.integer(n),
as.integer(lag),
as.double(outmin),
as.double(outmax),
cov = double(lag1 * 4),
mean = double(1))
cov <- matrix(z$cov, lag1, 4)
acov <- cov[, 1]
acor <- cov[, 2]
cerr <- cov[, 3]
rerr <- cov[, 4]
unicor.out <- list(acov = acov, acor = acor, acov.err = cerr, acor.err = rerr,
mean = z$mean, tsname = deparse(substitute(y)))
class(unicor.out) <- "unicor"
if (plot) {
plot.unicor(unicor.out, ...)
invisible(unicor.out)
} else unicor.out
}
plot.unicor <- function(x, ...) {
acor <- x$acor
lag <- length(acor)[1] - 1
old.par <- par(no.readonly = TRUE)
mtitle <- paste(x$tsname)
plot(c(0:lag), acor, type = "h", ylim = c(-1, 1), main = mtitle,
ylab = "Autocorrelation", xlab = "Lag", xaxs = "i", ...)
par(new = TRUE)
plot(c(0:lag), acor, type = "l", ylim = c(-1, 1), ylab = "", xlab = "",
xaxs = "i", ...)
par(new = TRUE)
abline(h = 0)
par(old.par)
}
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