gg_arma: Plot characteristic ARMA roots

In feasts: Feature Extraction and Statistics for Time Series

Plot characteristic ARMA roots

Description

Produces a plot of the inverse AR and MA roots of an ARIMA model. Inverse roots outside the unit circle are shown in red.

Usage

gg_arma(data)

Arguments

data	A mable containing models with AR and/or MA roots.

Details

Only models which compute ARMA roots can be visualised with this function. That is to say, the glance() of the model contains ar_roots and ma_roots.

Value

A ggplot object the characteristic roots from ARMA components.

Examples

if (requireNamespace("fable", quietly = TRUE)) {
library(fable)
library(tsibble)
library(dplyr)

tsibbledata::aus_retail %>%
  filter(
    State == "Victoria",
    Industry == "Cafes, restaurants and catering services"
  ) %>%
  model(ARIMA(Turnover ~ pdq(0,1,1) + PDQ(0,1,1))) %>%
  gg_arma()
}

feasts documentation built on March 31, 2023, 11:49 p.m.