HH (version 2.1-15)

tsacfplots: Coordinated time series and ACF and PCF plots.

Description

Coordinated time series and ACF and PCF plots.

Usage

tsacfplots(x,      
           ylab=deparse(substitute(x)),
           x.name=ylab[[1]],
           main=paste("Series:", x.name),
           lag.at=NULL,
           lag.max=NULL,
           lag.units=NULL,
           lag.0=TRUE,
           ...)

acf.pacf.plot(x,
	      ylab=NULL,
	      series=deparse(substitute(x)),
	      main=paste("ACF and PACF:", series),
	      lag.max,
	      lag.units=frequency(x),
	      lag.at=pretty(apacf$lag),
	      lag.labels=lag.at*lag.units,
              lag.0=TRUE,
	      ...)

Arguments

x

time series

ylab, main

standard trellis arguments.

x.name, series

Character string, name for the time series.

lag.at

Location of ticks for the acf and pacf plots.

lag.labels

Labels for ticks for the acf and pacf plots.

lag.max

Maximum lag used in the acf and pacf plots.

lag.units

Units for time series, defaults to frequency(x)

lag.0

Logical. If TRUE, then plot the correlation (identically 1) at lag=0. If FALSE, do not plot the correlation at lag=0.

...

Additional arguments to seqplot for tsacfplots. Additional arguments to strip.default for acf.pacf.plot.

Value

• "tsacfplots" object containing two "trellis" objects.

Details

The acf and pacf plots are scaled identically.

See Also

seqplot

Examples

tsacfplots(co2)
acf.pacf.plot(co2)