ggpacf

Plot the Pacf figure with observations of a single variable beautifully.

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).

Wei Ling

RMOPI

Risk Management and Optimization for Portfolio Investment

Yang Liu

ggpacf function

<dl><dt>data</dt>
<dd>vector of observations</dd>
<dt>lag</dt>
<dd>the maximum lag to calculate the pacf</dd></dl>

Arguments

Plot the Pacf Figure — ggpacf

<dl>

<dt>data</dt>
<dd>vector of observations</dd>


<dt>lag</dt>
<dd>the maximum lag to calculate the pacf</dd>

</dl>

ggpacf: Plot the Pacf Figure

Description

Usage

Value

Arguments

Examples