plot-methods {sarima} | R Documentation |
Plot methods in package sarima
Description
Plot methods in package sarima.
Methods
signature(x = "SampleAutocorrelations", y = "matrix")
signature(x = "SampleAutocorrelations", y = "missing")
-
plots the sample autocorrelations with (individual) rejection limits computed under the null hypothesis of i.i.d. (strong white noise) If argument
data
is provided, it should be the time series from which the autocorrelations were computed. In this case rejection limits for null hypothesis that the time series is (garch) weak white noise are provided, as well.Additional arguments can be supplied, see
whiteNoiseTest
the examples, and the vignettes. signature(x = "SamplePartialAutocorrelations", y = "missing")
-
plots the sample partial autocorrelations with rejection limits for the hypotheses and controlling arguments as for
"SampleAutocorrelations"
.
Author(s)
Georgi N. Boshnakov
See Also
whiteNoiseTest
for the computations for the rejection
levels;
Examples
set.seed(1234)
n <- 5000
x <- sarima:::rgarch1p1(n, alpha = 0.3, beta = 0.55, omega = 1, n.skip = 100)
x.acf <- autocorrelations(x)
x.acf
x.pacf <- partialAutocorrelations(x)
x.pacf
plot(x.acf)
## add limits for a weak white noise test:
plot(x.acf, data = x)
## similarly for pacf
plot(x.pacf)
plot(x.pacf, data = x)
plot(x.acf, data = x, main = "Autocorrelation test")
plot(x.pacf, data = x, main = "Partial autocorrelation test")
plot(x.acf, ylim = c(NA,1))
plot(x.acf, ylim.fac = 1.5)
plot(x.acf, data = x, ylim.fac = 1.5)
plot(x.acf, data = x, ylim = c(NA, 1))
[Package sarima version 0.9.3 Index]