corgram: Calculate and Plot a Correlogram

In growth: Multivariate Normal and Elliptically-Contoured Repeated Measurements Models

Description

corgram calculates the values of a correlogram (autocorrelation function or ACF) and plots it.

Usage

corgram(y, wt = 1, maxlag = NULL, partial = FALSE, add = FALSE,
  lty = 1, xlim = NULL, ylim = NULL, xlab = NULL, ylab = NULL,
  main = NULL, ...)

Arguments

y	A time series vector.
wt	Indicator vector with zeros for values to be ignored.
maxlag	Maximum number of lags for which the correlation is to be calculated.
partial	If TRUE, the partial autocorrelation function (PACF) is plotted.
add	If TRUE, adds a new correlogram to an existing plot.
lty	Plotting parameters
xlim	Plotting parameters
ylim	Plotting parameters
xlab	Plotting parameters
ylab	Plotting parameters
main	Plotting parameters
...	Plotting parameters

Value

corgram returns a two-column matrix containing the (partial) correlogram coordinates.

Author(s)

J.K. Lindsey

Examples

y <- rnorm(100)
corgram(y)
corgram(y, partial=TRUE)

growth documentation built on May 2, 2019, 11:10 a.m.