plot.simtsACF {simts}

Plot Auto-Covariance and Correlation Functions

Description

The function plots the output of the theo_acf and auto_corr functions (autocovariance or autocorrelation functions).

Usage

## S3 method for class 'simtsACF'
plot(
  x,
  xlab = NULL,
  ylab = NULL,
  show.ci = TRUE,
  alpha = NULL,
  col_ci = NULL,
  transparency = NULL,
  main = NULL,
  parValue = NULL,
  ...
)

Arguments

x

An "ACF" object output from theo_acf and auto_corr.

xlab

A string indicating the label of the x axis: the default name is 'Lags'.

ylab

A string indicating the label of the y axis: the default name is 'ACF'.

show.ci

A bool indicating whether to show the confidence region. Defaults to TRUE.

alpha

A double indicating the level of significance for the confidence interval. By default alpha = 0.05 which gives a 1 - alpha = 0.95 confidence interval.

col_ci

A string that specifies the color of the region covered by the confidence intervals (confidence region).

transparency

A double between 0 and 1 indicating the transparency level of the color defined in col_ci. Defaults to 0.25.

main

A string indicating the title of the plot. Default name is "Variable name ACF plot'.

parValue

A vector defining the margins for the plot.

...

Additional parameters

Author(s)

Yunxiang Zhang, Stéphane Guerrier and Yuming Zhang

Examples

# Calculate the Autocorrelation
m = auto_corr(datasets::AirPassengers)

# Plot with 95% CI
plot(m) 

# Plot with 90% CI
plot(m, alpha = 0.1) 

# Plot without 95% CI
plot(m, show.ci = FALSE)

# More customized CI
plot(m, xlab = "my xlab", ylab = "my ylab", show.ci = TRUE,
alpha = NULL, col_ci = "grey", transparency = 0.5, main = "my main")