plotACF: Plot sample autocorrelation function of time series

In MJAlexander/distortr: Temporal smoothing methods for demographic time series

Description

Plot sample ACF. The function is different to standard R function as it allows for missing values

Usage

plotACF(df, nyears)

Arguments

df	A data frame of x values and data values, with standard errors
nyears	number of years of observation period

Value

A plot of the sample autocorrelation function, with 95% confidence intervals.

References

Cryer, J. D. 1986. Time series analysis. Boston: Duxbury Press.

Examples

nyears <- 50
prop.sample <- .8
obs.err <- FALSE
sigma.y <- 1
seed <- 1234
method <- "ar"
params <- list(rho = 0.95, sigma = 0.5, ystart = NULL, eps0.t = NULL)
df <- simulateFluctuations(nyears, prop.sample, method, params, obs.err, sigma.y)
plotACF(df, nyears)

MJAlexander/distortr documentation built on July 17, 2020, 4:06 p.m.