plot.auto_corr: Auto-Covariance and Correlation Functions

In wv: Wavelet Variance

Auto-Covariance and Correlation Functions

Description

The acf function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.

Usage

## S3 method for class 'auto_corr'
plot(x, show.ci = TRUE, alpha = 0.05, main = NULL, ...)

Arguments

x	An "ACF" object from ACF.
show.ci	A bool indicating whether to show confidence region
...	Additional parameters
ci	A double containing the 1-alpha level. Default is 0.95

Value

An array of dimensions N \times S \times S.

Author(s)

Yunxiang Zhang

Examples

# Calculate the Autocorrelation
m = ACF(datasets::AirPassengers)

# Plot with 95% CI
plot(m) 

# Plot with 90% CI
plot(m, ci = 0.90) 

# Plot without 95% CI
plot(m, show.ci = FALSE)

wv documentation built on Aug. 31, 2023, 9:08 a.m.