plotacfthemp: Plots the ACF and PACF of a theoretical ARMA model and the...

In caschrono: Series Temporelles Avec R

Plots the ACF and PACF of a theoretical ARMA model and the empirical ACF and PACF of an observed series

Description

plotacfthemp plots the ACF and PACF of a theoretical ARMA model and the empirical ACF and PACF of an observed series.

Usage

plotacfthemp(y, ar = numeric(0), ma = numeric(0), lag.max = 20, titre = "")

Arguments

y	time series, a ts object
ar	numeric vector of AR coefficients
ma	numeric vector of MA coefficients
lag.max	integer, Maximum lag required.
titre	a string of characters for the title

Details

This function uses the ARMAacf and acf functions to compute theoritical and empirical ACF and PACF

Value

No values

Author(s)

Yves Aragon and Thibault Laurent

Examples

set.seed(951)
ya <- arima.sim(n=200, list(ma = c(-0.3, 0.6)), 
sd = sqrt(1.5))
plotacfthemp(ya, ma=c(-0.3,0.6), titre="MA(2)") 

caschrono documentation built on Nov. 2, 2023, 5:16 p.m.