plot.ACF: Auto-Covariance and Correlation Functions

In schoi355/gmwm: Generalized Method of Wavelet Moments

Auto-Covariance and Correlation Functions

Description

The acf function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.

Usage

## S3 method for class 'ACF'
plot(x, show.ci = TRUE, ci = 0.95, ...)

## S3 method for class 'ACF'
autoplot(object, show.ci = TRUE, ci = 0.95, ...)

Arguments

x, object	An "ACF" object from ACF.
show.ci	A bool indicating whether to show confidence region
ci	A double containing the 1-alpha level. Default is 0.95
...	Additional parameters

Value

An array of dimensions N x S x S.

Examples

# 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)

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.