plot.theo_arma: Plot Theoretical Autocorrelation (ACF) for ARMA Models

Description Usage Arguments Value Examples

Description

Displays the theoretical autocorrelation for ARMA Models

Usage

1
2
3
4
5
## S3 method for class 'theo_arma'
plot(x, ...)

## S3 method for class 'theo_arma'
autoplot(object, ...)

Arguments

x, object

An "theo_arma" object from theo_acf or theo_pacf.

...

Additional parameters

Value

An array of dimensions N x S x S.

Examples

1
2
3
4
5
6
7
8
# Compute Theoretical ACF
m = theo_acf(ARMA(ar = -0.25, ma = NULL), lag.max = 7)

# Compute Theoretical PACF
m2 = theo_pacf(ARMA(ar = -0.25, ma = NULL), lag.max = 7)

# Plot either the theoretical ACF or PACF
plot(m); plot(m2)

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