Description Usage Arguments Details Author(s) References See Also Examples
Plots the absolute autocorrelation function at lags 0 to lag.max
.
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x |
A univariate time series. |
lag.max |
The maximum lag shown on the plot. |
c.thresh |
The smoothing parameter is chosen by looking for the first time the sample autocorrelation function drops below |
... |
Further arguments passed on to |
Produces a plot that is helpful in choosing the bandwidth for infinite order flat-top spectral density estimates. The smoothing parameter should be chosen to let the large small lag autocorrelations pass unpreturbed while damping out smaller higher lag correlations.
Timothy L. McMurry
Politis, D. N. (2003). Adaptive bandwidth choice. Journal of Nonparametric Statistics, 15(4-5), 517-533.
bwadap
, bwadap.ts
, bwplot
, bwplot.numeric
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