show.true.acfpacf: True ACF and PACF Functions

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

True ACF and PACF Functions

Description

Given a specified ARMA model (and model parameters), this function will compute and plot the true ACF and PACF functions.

Usage

show.true.acfpacf(model, nacf = 24, print.table = FALSE)

Arguments

model	Model Specified ARMA model.
nacf	Number of ACF/APCF lags to be computed and plotted (default is 24).
print.table	If true, a ttable of the functions is printed (default is FALSE).

Examples

show.true.acfpacf(model=list(ar=0.9))
show.true.acfpacf(model=list(ar=-0.9))
show.true.acfpacf(model=list(ar=c(0.9, -0.6)))
show.true.acfpacf(model=list(ar=c(-1.5, -0.6)))
show.true.acfpacf(model=list(ar=c(1.5, -0.6)))
show.true.acfpacf(model=list(ma=0.9))
show.true.acfpacf(model=list(ma=c(0.9, 0.7)))
show.true.acfpacf(model=list(ar=0.9, ma=.09))
show.true.acfpacf(model=list(ar=0.9, ma=-0.9))
show.true.acfpacf(model=list(ar=c(0.9, -0.5), ma=c(0.1, 0.1)))

wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.