peacf.plot: periodic correlation plot

In pear: Package for Periodic Autoregression Analysis

Description

Produces auto and partial periodic correlation plots using the output from peacf and pepacf. If plot=TRUE in the argument to peacf or pepacf then these functions call peacf.plot.

Usage

peacf.plot(r)

Arguments

r	list returned from peacf or pepacf

Details

The plot shows the periodic correlations at various lags along with benchmark 95% limits for no correlation effect.

Value

NULL

Side Effects

plot produced

References

McLeod, A.I. (1994), "Diagnostic Checking of Periodic Autoregression" Journal of Time Series Analysis, Vol. 15, No. 2, pp.221–233.

See Also

peacf, pepacf

Examples

data(Fraser)
acf.out <- peacf(log(Fraser), plot=FALSE)
peacf.plot(acf.out)

pear documentation built on May 2, 2019, 9:16 a.m.