plotacfthemp {caschrono}R Documentation

Plots the ACF and PACF of a theoretical ARMA model and the empirical ACF and PACF of an observed series

Description

plotacfthemp plots the ACF and PACF of a theoretical ARMA model and the empirical ACF and PACF of an observed series.

Usage

plotacfthemp(y, ar = numeric(0), ma = numeric(0), lag.max = 20, titre="")

Arguments

y

time series, a ts object

ar

numeric vector of AR coefficients

ma

numeric vector of MA coefficients

lag.max

integer, Maximum lag required.

titre

a string of characters for the title

Details

This function uses the ARMAacf and acf functions to compute theoritical and empirical ACF and PACF

Value

No values

Author(s)

Yves Aragon and Thibault Laurent

Examples

set.seed(951)
ya <- arima.sim(n=200, list(ma = c(-0.3, 0.6)), 
sd = sqrt(1.5))
plotacfthemp(ya, ma=c(-0.3,0.6), titre="MA(2)") 

[Package caschrono version 2.2 Index]