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 |
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 |
Details
Will print and/or plot the sample ACF and PACF on the same scale. 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 |
PACF |
The sample 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
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