Description Usage Arguments Details Value Examples
Calculate the autocorrelation function (ACF) for a time series of returns, and plot it.
1 2 3 4 5 6 7 8 9 

A vector, matrix, or time series of returns. 

The maximum lag at which to calculate the ACF (default is


A Boolean argument: should a plot be made?
(default is 

A string with the xaxis label. 

A string with the yaxis label. 

A string with the plot title. 

Additional arguments to the function 
The function plot_acf()
calculates the autocorrelation
function (ACF) for a time series of returns, and plots it. The function
plot_acf()
is just a wrapper for the function stats::acf()
.
The function stats::acf()
calculates the autocorrelation function,
including the lag zero autocorrelation, which is by definition equal to
1
.
The function plot_acf()
calls the function stats::acf()
,
removes the spurious lag zero autocorrelation, creates a plot, and returns
the ACF data invisibly.
Returns the ACF data invisibly and creates a plot.
1 2 3 4 
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.