gplot.ccf: Plot cross-correlation function

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Attractive ggplot2 plot of ccf output

Usage

gplot.ccf(x, y, lag.max = NULL, type = c("correlation", "covariance"),
  demean = TRUE, ci = 0.95)

Arguments

x	a timeseries
y	a timeseries
lag.max	maximum time lag to display
type	one of "correlation" (default) or "covariance." The latter is not implemented.
demean	remove timeseries mean prior to computation of ACF
ci	confidence interval to display

Value

a ggplot2 object

Examples

x <- rnorm( 1000 )
plot.acf( x, lag.max = 20 )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.