plot.tacvf | R Documentation |
tacvf
Plots the theoretical autocovariance functions of the modes for a fitted
arfima
object
## S3 method for class 'tacvf' plot( x, type = "o", pch = 20, xlab = NULL, ylab = NULL, main = NULL, xlim = NULL, ylim = NULL, tacf = FALSE, maxlag = NULL, lag0 = !tacf, ... )
x |
A |
type |
See |
pch |
See |
xlab |
See |
ylab |
See |
main |
See |
xlim |
See |
ylim |
See |
tacf |
If |
maxlag |
The maximum lag for the plot |
lag0 |
Whether or not to plot lag 0 of the tacvfs/tacfs. Default
|
... |
Currently not used |
Only plots up to nine tacvfs. It is highly recommended that the
arfima
object be weeded before calling tacvf
None. There is a plot as output.
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
tacvf
set.seed(1234) sim <- arfima.sim(1000, model = list(theta = 0.99, dfrac = 0.49)) fit <- arfima(sim, order = c(0, 0, 1)) plot(tacvf(fit)) plot(tacvf(fit), tacf = TRUE)
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