ACDm (version 1.1.0)

acf_acd: Autocorrelation function plots for ACD models

Description

plots the ACF (Auto Correlation Function) for the durations, diurnally adjusted durations, and residuals.

Usage

acf_acd(fitModel = NULL, conf_level = 0.95, max = 50, min = 1,
        plotDur = TRUE, plotAdjDur = TRUE, plotResi = TRUE)

Value

returns a data.frame with the values of the sample autocorrelations for each lag and variable.

Arguments

fitModel

a fitted model of class "acdFit", or a data.frame containing at least one the columns "durations", "adjDur", or "residuals". Can also be a vector of durations or residuals.

conf_level

the confidence level of the confidence bands

max

the largest lag to plot

min

the smallest lag to plot

plotDur, plotAdjDur, plotResi

logical falgs. If FALSE, the respective ACF wont be plotted.

Author

Markus Belfrage

Examples

data(adjDurData)
fitModel <- acdFit(adjDurData)
acf_acd(fitModel, conf_level = 0.95, max = 50, min = 1)

data(durData)
f <- acf_acd(durData)
f