plot.Arima: Plot characteristic roots from ARIMA model

In pli2016/forecast: Forecasting Functions for Time Series and Linear Models

Description

Produces a plot of the inverse AR and MA roots of an ARIMA model. Inverse roots outside the unit circle are shown in red.

autoplot will produce an equivelant plot as a ggplot object.

Usage

## S3 method for class 'Arima'
plot(x, type=c("both","ar","ma"),
  main, xlab="Real", ylab="Imaginary", ...)
## S3 method for class 'Arima'
autoplot(object, type=c("both","ar","ma"), ...)
## S3 method for class 'ar'
plot(x, main, xlab="Real", ylab="Imaginary", ...)
## S3 method for class 'ar'
autoplot(object, ...)

Arguments

x	Object of class “Arima” or “ar”.
object	Object of class “Arima” or “ar”. Used for ggplot graphics (S3 method consistency).
type	Determines if both AR and MA roots are plotted, of if just one set is plotted.
main	Main title. Default is "Inverse AR roots" or "Inverse MA roots".
xlab	X-axis label.
ylab	Y-axis label.
...	Other plotting parameters passed to par.

Value

None. Function produces a plot

Author(s)

Rob J Hyndman & Mitchell O'Hara-Wild

See Also

Arima, ar

Examples

library(ggplot2)

fit <- Arima(WWWusage, order=c(3,1,0))
plot(fit)
autoplot(fit)

fit <- Arima(woolyrnq,order=c(2,0,0),seasonal=c(2,1,1))
plot(fit)
autoplot(fit)

plot(ar.ols(gold[1:61]))
autoplot(ar.ols(gold[1:61]))

pli2016/forecast documentation built on May 25, 2019, 8:22 a.m.