Nothing
xy.acfb=function(y, lag.max = 40, numer = TRUE) {
num <- length(y)
mp1 <- lag.max + 1
ACF1 <- stats::acf(y, lag.max, plot = FALSE)$acf[2:mp1]
PACF <- stats::pacf(y, lag.max, plot = FALSE)$acf
LAG <- 1:lag.max
minA <- min(ACF1)
minP <- min(PACF)
maxA <- max(ACF1)
maxP <- max(PACF)
U <- 2/sqrt(num)
L <- -U
minu <- max(-1, min(minA, minP, L) - .01)
maxu <- min(1, max(maxA, maxP) + 0.05)
op <- par(fig = c(0, 1, 0.6, 1), mar = c(1, 5, 3, 2))
plot(y, xlab = "", cex = .8, cex.lab = 0.9, ylab = names(y))
par(new = TRUE, fig = c(0, 1, 0.32, 0.55), mar = c(0, 5, 0, 2))
plot(LAG, ACF1, type = "h", ylim = c(minu, maxu), xlab = "", xaxt = "n",
cex = .8, cex.lab = 0.9, las = 1, ylab = "ACF")
abline(h = 0)
abline(h = L, lty = "dashed", col = "blue")
abline(h = U, lty = "dashed", col = "blue")
legend("topright", legend = paste("Time Series:", deparse(substitute(y))),
bty = "n", cex = .9)
par(new = TRUE, fig = c(0, 1, 0, 0.32), mar = c(3, 5, 0, 2))
plot(LAG, PACF, type = "h", ylim = c(minu, maxu), xlab = "", cex = .8, las = 1,
cex.lab = 0.9, ylab = "PACF")
abline(h = 0)
abline(h = L, lty = "dashed", col = "blue")
abline(h = U, lty = "dashed", col = "blue")
if(numer)
return(cbind(LAG, ACF1, PACF))
par(op)
}
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