R/plot2acf.R

In caschrono: Series Temporelles Avec R

plot2acf <- function(y1, y2, lag.max = 40, main = c("", "")) {
  
  acfa <- stats::acf(y1, lag.max = lag.max, plot = FALSE)$acf[-1]
  acfb <- stats::acf(y2, lag.max = lag.max, plot = FALSE)$acf[-1]
  
  titre1 <- main[1]
  titre2 <- main[2]
  
  maxu <- min(1, 1.1 * max(c(abs(acfa), abs(acfb))))
  maxlag <- length(acfa)
  LAG <- 1:maxlag
  
  # en haut 
  op <- par(no.readonly = TRUE)
  par(fig = c(0, 1, 0.5, 1), cex = .9)
  par(mai = c(0, 0.810, 0.5, 0.324))
  
  # par()$fin
  # ACF   Haut   et titre ##############################################################
  plot(LAG, acfa, type = "h", ylim = c(-maxu, maxu), xlab = "", xaxt = "n", ylab = "",
       cex = .5, cex.lab = .6, cex.axis = .8, las = 1)
  abline(h = c(-1.96 / sqrt(length(y1)), 1.96 / sqrt(length(y1))), lty = 2, col = 'blue')
  abline(h = 0)
  legend("topright", legend = titre1, cex = .9, bty = "n")
  # ACF   bas    ##############################################################   
  par(new = TRUE)
  par(fig = c(0, 1, 0, 0.5)) 
  par(mai = c(0.5, 0.810, 0, 0.324))
  plot(LAG, acfb, type = "h", ylim = c(-maxu, maxu), xlab = "", xaxt = "n", ylab = "",
       cex = .5, cex.lab = .6, cex.axis = .8, las = 1)
  abline(h = c(-1.96 / sqrt(length(y2)), 1.96 / sqrt(length(y2))), lty = 2, col = 'blue')
  axis(1, at = c(1, 12, 24, 36), labels = c("1", "12", "24", "36"), tick = TRUE, line = NA,
       pos = NA, outer = FALSE, font = NA, lty = "solid",
       lwd = 1, lwd.ticks = 0.5, col = NULL, col.ticks = NULL,
       hadj = NA, padj = NA)
  abline(h = 0)
  legend("topright", legend = titre2, cex = .9, bty = "n")
  par(op) 
}