plot_FACF: Plot the autocorrelation function of a given FTS

In fdaACF: Autocorrelation Function for Functional Time Series

Description

Plot a visual representation of the autocorrelation function of a given functional time series, including the upper i.i.d. bound.

Usage

plot_FACF(rho, Blueline, ci, ...)

Arguments

rho	Autocorrelation values for each lag of the functional time series obtained by calling the function obtain_FACF.
Blueline	The upper prediction bound for the i.i.d. distribution obtained by calling the function obtain_FACF.
ci	Value between 0 and 1 that was used when calling the function obtain_FACF. This value is only used to display information in the figure.
...	Further arguments passed to the plot function.

Examples

# Example 1

N <- 100
v <- seq(from = 0, to = 1, length.out = 10)
sig <- 2
bbridge <- simulate_iid_brownian_bridge(N, v, sig)
nlags <- 15
upper_bound <- 0.95
fACF <- obtain_FACF(Y = bbridge,v = v,nlags = nlags,ci=upper_bound,figure = FALSE)
plot_FACF(rho = fACF$rho,Blueline = fACF$Blueline,ci = upper_bound)


# Example 2

N <- 200
v <- seq(from = 0, to = 1, length.out = 30)
sig <- 2
bbridge <- simulate_iid_brownian_bridge(N, v, sig)
nlags <- 15
upper_bound <- 0.95
fACF <- obtain_FACF(Y = bbridge,v = v,nlags = nlags,ci=upper_bound,figure = FALSE)
plot_FACF(rho = fACF$rho,Blueline = fACF$Blueline,ci = upper_bound)

fdaACF documentation built on Oct. 23, 2020, 8:05 p.m.