peacf.plot: periodic correlation plot

Description Usage Arguments Details Value Side Effects References See Also Examples

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

1

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

1
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3
data(Fraser)
acf.out <- peacf(log(Fraser), plot=FALSE)
peacf.plot(acf.out)

pear documentation built on May 29, 2017, 11:40 p.m.