acf1 {astsa} R Documentation

## 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, 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 √{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. na.action How to handle missing data; default is na.pass ... Additional arguments passed to tsplot

### Details

Will plot and print 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/√{n}; no other option is given.

### Value

 ACF The sample ACF or PACF

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 are https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/.

### Examples

acf1(rnorm(100))

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

# show it to your mom:
acf1(soi, col=6, lwd=4, gg=TRUE)


[Package astsa version 1.14 Index]