plot.acfrob: Plot Robust Autocorrelation, Autocovariance or Partial...

Description Usage Arguments Details Author(s) See Also

Description

Plot method for objects of class "acfrob".

Usage

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## S3 method for class 'acfrob'
plot(x, ci = 0.95, ci.col = "blue", ci.type = "white",
           ylim = NULL, ...)

Arguments

x

an object with classes "acfrob" and "acf".

ci

coverage probability for confidence interval. Plotting of the confidence interval is suppressed if ci is zero or negative.

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 "white", where a white noise input is assumed.

ylim

numeric vector of length two giving the vertical limits for the plot.

...

further arguments passed to plot.acf. See that help page for details.

Details

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.

Author(s)

Alexander Dürre, Tobias Liboschik and Jonathan Rathjens

See Also

acfrob which calls plot.acfrob by default. Classical, nonrobust estimation is provided by the function acf.


robts documentation built on May 2, 2019, 4:55 p.m.