plot.tacvf: Plots the output from a call to 'tacvf'

In JQVeenstra/arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling

Plots the output from a call to tacvf

Description

Plots the theoretical autocovariance functions of the modes for a fitted arfima object

Usage

## S3 method for class 'tacvf'
plot(
  x,
  type = "o",
  pch = 20,
  xlab = NULL,
  ylab = NULL,
  main = NULL,
  xlim = NULL,
  ylim = NULL,
  tacf = FALSE,
  maxlag = NULL,
  lag0 = !tacf,
  ...
)

Arguments

x	A tacvf object from a call to said function
type	See plot. The default is recommended for short maxlag
pch	See plot
xlab	See plot
ylab	See plot
main	See plot
xlim	See plot
ylim	See plot
tacf	If TRUE, plots the theoretical autocorellations instead
maxlag	The maximum lag for the plot
lag0	Whether or not to plot lag 0 of the tacvfs/tacfs. Default !tacf. Used by tacfplot.
...	Currently not used

Details

Only plots up to nine tacvfs. It is highly recommended that the arfima object be weeded before calling tacvf

Value

None. There is a plot as output.

Author(s)

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

tacvf

Examples

set.seed(1234)
sim <- arfima.sim(1000, model = list(theta = 0.99, dfrac = 0.49))
fit <- arfima(sim, order = c(0, 0, 1))
plot(tacvf(fit))
plot(tacvf(fit), tacf = TRUE)

JQVeenstra/arfima documentation built on Jan. 31, 2024, 12:11 p.m.