Description Usage Arguments Details Author(s) See Also
Plot method for objects of class "acfrob"
.
1 2 3 |
x |
an object with classes |
ci |
coverage probability for confidence interval. Plotting of the confidence interval is suppressed if |
ci.col |
colour to plot the confidence interval lines. |
ci.type |
character string giving the type of confidence limits. Currently the only possible type is |
ylim |
numeric vector of length two giving the vertical limits for the plot. |
... |
further arguments passed to |
Most of the plotting is done by the function plot.acf
. Only the conficence limits of a robustly fitted (partial) autocorrelation function need some extra care.
The confidence interval plotted in plot.acfrob
is based on an uncorrelated series and should be treated with appropriate caution.
Plotting confidence limits is currently only available for some of the approaches of the estimation function acfrob
, for which the element ci.factor
of their output is not NA
. Otherwise plotting of the confidence limits are omitted.
For autocovariance functions there are currently no confidence limits available.
Alexander Dürre, Tobias Liboschik and Jonathan Rathjens
acfrob
which calls plot.acfrob
by default. Classical, nonrobust estimation is provided by the function acf
.
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