astsa (version 1.1)

acf2: Plot and print ACF and PACF of a time series

Description

Produces a simultaneous plot (and a printout) of the sample ACF and PACF on the same scale. The zero lag value of the ACF is removed.

Usage

acf2(series, max.lag = NULL)

Arguments

series

The data. Does not have to be a time series object.

max.lag

Maximum lag. Can be omitted. Defaults to $\sqrt{n} + 10$ unless $n < 50$.

Value

• ACF
  The sample ACF
• PACF
  The sample PACF

Details

This is bacisally a front end for acf() provided in tseries. The error bounds are approximate white noise bounds, $0 \pm 2/\sqrt{n}$; no other option is given.

References

http://www.stat.pitt.edu/stoffer/tsa3/

Examples

acf2(rnorm(100))
acf2(rnorm(100), 25)