DescTools (version 0.99.13)

PlotACF: Combined Plot of a Time Series and its ACF and PACF

Description

Combined plot of a time Series and its autocorrelation and partial autocorrelation

Usage

PlotACF(series, lag.max = 10 * log10(length(series)), ...)
PlotGACF(series, lag.max = 10 * log10(length(series)), type = "cor", ylab = NULL, ...)

Arguments

series
univariate time series.
lag.max
integer. Defines the number of lags to be displayed. The default is 10 * log10(length(series)).
type
character string giving the type of acf to be computed. Allowed values are "cor" (the default), "cov" or "part" for autocorrelation, covariance or partial correlation.
ylab
a title for the y axis: see title.
...
the dots are passed to the plot command.

Details

PlotACF plots a combination of the time series and its autocorrelation and partial autocorrelation. PlotGACF is used as subfunction to produce the acf- and pacf-plots.

See Also

ts

Examples

Run this code
PlotACF(AirPassengers)

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