autoplot.acf: ggplot (Partial) Autocorrelation and Cross-Correlation...

In forecast: Forecasting Functions for Time Series and Linear Models

ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation and Plotting

Description

Produces a ggplot object of their equivalent Acf, Pacf, Ccf, taperedacf and taperedpacf functions.

Usage

## S3 method for class 'acf'
autoplot(object, ci = 0.95, ...)

ggAcf(
  x,
  lag.max = NULL,
  type = c("correlation", "covariance", "partial"),
  plot = TRUE,
  na.action = na.contiguous,
  demean = TRUE,
  ...
)

ggPacf(
  x,
  lag.max = NULL,
  plot = TRUE,
  na.action = na.contiguous,
  demean = TRUE,
  ...
)

ggCcf(
  x,
  y,
  lag.max = NULL,
  type = c("correlation", "covariance"),
  plot = TRUE,
  na.action = na.contiguous,
  ...
)

## S3 method for class 'mpacf'
autoplot(object, ...)

ggtaperedacf(
  x,
  lag.max = NULL,
  type = c("correlation", "partial"),
  plot = TRUE,
  calc.ci = TRUE,
  level = 95,
  nsim = 100,
  ...
)

ggtaperedpacf(x, ...)

Arguments

object	Object of class “acf”.
ci	coverage probability for confidence interval. Plotting of the confidence interval is suppressed if ci is zero or negative.
...	Other plotting parameters to affect the plot.
x	a univariate or multivariate (not Ccf) numeric time series object or a numeric vector or matrix.
lag.max	maximum lag at which to calculate the acf.
type	character string giving the type of acf to be computed. Allowed values are "correlation" (the default), “covariance” or “partial”.
plot	logical. If TRUE (the default) the resulting ACF, PACF or CCF is plotted.
na.action	function to handle missing values. Default is na.contiguous. Useful alternatives are na.pass and na.interp.
demean	Should covariances be about the sample means?
y	a univariate numeric time series object or a numeric vector.
calc.ci	If TRUE, confidence intervals for the ACF/PACF estimates are calculated.
level	Percentage level used for the confidence intervals.
nsim	The number of bootstrap samples used in estimating the confidence intervals.

Details

If autoplot is given an acf or mpacf object, then an appropriate ggplot object will be created.

ggtaperedpacf

Value

A ggplot object.

Author(s)

Mitchell O'Hara-Wild

See Also

plot.acf, Acf, acf, taperedacf

Examples

library(ggplot2)
ggAcf(wineind)
wineind %>% Acf(plot=FALSE) %>% autoplot
## Not run: 
wineind %>% taperedacf(plot=FALSE) %>% autoplot
ggtaperedacf(wineind)
ggtaperedpacf(wineind)
## End(Not run)
ggCcf(mdeaths, fdeaths)

forecast documentation built on June 22, 2024, 9:20 a.m.