acf1 {astsa}

Plot and print ACF or PACF of a time series

Description

Produces a plot (and a printout) of the sample ACF or PACF. The zero lag value of the ACF is removed.

Usage

acf1(series, max.lag = NULL, plot = TRUE, main = NULL, ylim = NULL, pacf = FALSE,
      ylab = NULL, xlab = NULL, na.action = na.pass, ...)

Arguments

series

The data. Does not have to be a time series object.

max.lag

Maximum lag. Can be omitted. Defaults to \sqrt{n} + 10 unless n < 60. If the series is seasonal, this will be at least 4 seasons by default.

plot

If TRUE (default), a graph is produced and the values are rounded and listed. If FALSE, no graph is produced and the values are listed but not rounded by the script.

main

Title of graphic; defaults to name of series.

ylim

Specify limits for the y-axis.

pacf

If TRUE, the sample PACF is returned instead of ACF.

ylab

Change y-axis label from default.

xlab

Change x-axis label from default.

na.action

How to handle missing data; default is na.pass

...

Additional arguments passed to tsplot

Details

Will print and/or plot the sample ACF or PACF (if pacf=TRUE). The zero lag of the ACF (which is always 1) has been removed. If plot=TRUE, a graph is produced and the values are rounded and listed. If FALSE, no graph is produced and the values are listed but not rounded by the script. The error bounds are approximate white noise bounds, -1/n \pm 2/\sqrt{n}; no other option is given.

Value

ACF

The sample ACF or PACF

Author(s)

D.S. Stoffer

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

See Also

acf2, acfm, ccf2

Examples

acf1(rnorm(100))

acf1(sarima.sim(ar=.9), pacf=TRUE)

# show it to your mom:
acf1(soi, col=2:7, lwd=4, gg=TRUE)