plot.ACF: Auto-Covariance and Correlation Functions

Description Usage Arguments Value 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 'ACF'
plot(x, show.ci = TRUE, ci = 0.95, ...)

## S3 method for class '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

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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)

SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.