plot.ACF: Plot Auto-Covariance and Correlation Functions

Description Usage Arguments Value Author(s) 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, xlab = NULL, ylab = NULL, show.ci = TRUE,
  alpha = NULL, col_ci = NULL, transparency = NULL, main = NULL,
  parValue = NULL, ...)

Arguments

x

An "ACF" object from ACF.

xlab

A string indicating the label of x axis, the default name is 'Lags'

ylab

A string indicating the label of y axis, the default name is 'ACF'.

show.ci

A bool indicating whether to show confidence region.

alpha

A double indicating the confidence interval level. Default is 0.05.

col_ci

A string that specifies the color of the confidence interval polygon.

transparency

A double between 0 and 1 indicating the transparency level of the confidence region. Default is 0.25.

main

A string indicating the title of the plot. Default name is "Variable name - ACF plot'.

...

Additional parameters

Value

An array of dimensions N x S x S.

Author(s)

Yunxiang Zhang, Stéphane Guerrier and Yuming Zhang

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)

# More customized CI
plot(m, xlab = "my xlab", ylab = "my ylab", show.ci = TRUE,
alpha = NULL, col_ci = "grey", transparency = 0.5, main = "my main")

SMAC-Group/simts documentation built on Feb. 21, 2018, 3:34 p.m.