acf2 {astsa} R Documentation

## Plot and print ACF and PACF of a time series

### Description

Produces a simultaneous plot (and a printout) of the sample ACF and PACF on the same scale. The zero lag value of the ACF is removed.

### Usage

acf2(series, max.lag=NULL, plot=TRUE, main=NULL, ylim=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. na.action How to handle missing data; default is na.pass ... Additional arguments passed to tsplot

### Details

This is basically a wrapper for acf() provided in tseries. The error bounds are approximate white noise bounds, -1/n \pm 2/√{n}; no other option is given.

### Value

 ACF The sample ACF PACF The sample 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

acf2(rnorm(100))

acf2(rnorm(100), 25, main='')  # no title

acf2(rnorm(100), plot=FALSE)[,'ACF']  # print only ACF

acf2(soi, col=2:7, lwd=4, gg=TRUE)  # mother's day present


[Package astsa version 1.14 Index]