peacf.plot: periodic correlation plot

Description

Produces auto and partial periodic correlation plots using the output from peacf and pepacf. If plot=TRUE in the argument to peacf or pepacf then these functions call peacf.plot.

Usage

peacf.plot(r)

Arguments

list returned from peacf or pepacf

Value

NULL

Side Effects

plot produced

Details

The plot shows the periodic correlations at various lags along with benchmark 95% limits for no correlation effect.

References

McLeod, A.I. (1994), "Diagnostic Checking of Periodic Autoregression" Journal of Time Series Analysis, Vol. 15, No. 2, pp.221--233.

Examples

Run this code

data(Fraser)
acf.out <- peacf(log(Fraser), plot=FALSE)
peacf.plot(acf.out)

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