plot.emp_acf: Auto-Covariance and Correlation Functions

In SMAC-Group/exts: Experimental Features for Time Series

Description

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

Usage

## S3 method for class 'emp_acf'
plot(x, show.ci = TRUE, ci = 0.95, ...)

## S3 method for class 'emp_acf'
autoplot(object, show.ci = TRUE, ci = 0.95, ...)

Arguments

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

Value

An array of dimensions N x S x S.

Examples

# Calculate the Autocorrelation
m = emp_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)

SMAC-Group/exts documentation built on May 9, 2019, 11:15 a.m.