acf1: Plot and print ACF or PACF of a time series

In astsa: Applied Statistical Time Series Analysis

Plot and print ACF or PACF of a time series

Description

Produces a plot (and a printout) of the sample ACF or PACF. The zero lag value of the ACF is removed.

Usage

acf1(series, max.lag = NULL, plot = TRUE, main = NULL, ylim = NULL, pacf = FALSE,
      ylab = NULL, na.action = na.pass, ...)

Arguments

series	The data. Does not have to be a time series object.
max.lag	Maximum lag. Can be omitted. Defaults to √{n} + 10 unless n < 60. If the series is seasonal, this will be at least 4 seasons by default.
plot	If TRUE (default), a graph is produced and the values are rounded and listed. If FALSE, no graph is produced and the values are listed but not rounded by the script.
main	Title of graphic; defaults to name of series.
ylim	Specify limits for the y-axis.
pacf	If TRUE, the sample PACF is returned instead of ACF.
ylab	Change y-axis label from default.
na.action	How to handle missing data; default is na.pass
...	Additional arguments passed to tsplot

Details

Will print and/or plot the sample ACF or PACF (if pacf=TRUE). The zero lag of the ACF (which is always 1) has been removed. If plot=TRUE, a graph is produced and the values are rounded and listed. If FALSE, no graph is produced and the values are listed but not rounded by the script. The error bounds are approximate white noise bounds, -1/n \pm 2/√{n}; no other option is given.

Value

ACF	The sample ACF or PACF

Author(s)

D.S. Stoffer

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

Examples

acf1(rnorm(100))

acf1(sarima.sim(ar=.9), pacf=TRUE)

# show it to your mom:
acf1(soi, col=2:7, lwd=4, gg=TRUE)

astsa documentation built on Jan. 10, 2023, 1:11 a.m.