mplot.acf: Plot ACF of Matrix-Valued Time Series

In ZeBang/timeFA: Factor and Autoregressive Models for Tensor Time Series

Plot ACF of Matrix-Valued Time Series

Description

Plot ACF of matrix-valued time series, can be also used to plot ACF of a given slice of a tensor-valued time series.

Usage

mplot.acf(xx)

Arguments

xx	T \times d_1 \times d_2 matrix-valued time series. Note that the number of mode is 3, where the first mode is time.

Value

a figure.

Examples

dim <- c(3,3,3)
xx <- tenAR.sim(t=50, dim, R=2, P=1, rho=0.5, cov='iid')
mplot.acf(xx[1:30,,,1])

ZeBang/timeFA documentation built on April 23, 2024, 7:33 a.m.