plot.auto_corr: Auto-Covariance and Correlation Functions

Description Usage Arguments Value Author(s) Examples

View source: R/ACF.R

Description

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

Usage

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## 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 x S x S.

Author(s)

Yunxiang Zhang

Examples

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# 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 Jan. 17, 2020, 1:07 a.m.