acf2 {astsa} | R Documentation |
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.
acf2(series, max.lag=NULL, plot=TRUE, main=NULL, ylim=NULL, na.action = na.pass, ...)
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 |
... |
Additional arguments passed to |
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.
ACF |
The sample ACF |
PACF |
The sample PACF |
D.S. Stoffer
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/.
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