Produces a plot (and a printout) of the sample ACF or PACF. The zero lag value of the ACF is removed.
acf1(series, max.lag = NULL, plot = TRUE, main = NULL, ylim = NULL, pacf = FALSE,
ylab = NULL, xlab = NULL, na.action = na.pass, ...)The sample ACF or PACF
The data (must be more than 2 observations). Does not have to be a time series object.
Maximum lag. Can be omitted. Unless \(n < 60\), defaults to \(\sqrt{n} + 10\) or at least 4 seasons if the series is seasonal.
If TRUE (default), a graph is produced and the values are rounded and listed. If FALSE, no graph is produced and the values are listed but not rounded by the script.
Title of graphic; defaults to name of series.
Specify limits for the y-axis.
If TRUE, the sample PACF is returned instead of ACF.
Change y-axis label from default.
Change x-axis label from default.
How to handle missing data; default is na.pass
Additional arguments passed to tsplot
D.S. Stoffer
Will print and/or plot the sample ACF or PACF (if pacf=TRUE). The zero lag of the ACF (which is always 1) has been removed. If plot=TRUE, a graph is produced and the values are rounded and listed. If plot=FALSE, no graph is produced and the values are listed but not rounded by the script. The error bounds are approximate white noise bounds, \(-1/n \pm 2/\sqrt{n}\); no other option is given.
You can find demonstrations of astsa capabilities at FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.
acf2, acfm, ccf2
acf1(rnorm(100))
acf1(sarima.sim(ar=.9), pacf=TRUE)
# show it to your mom:
acf1(soi, col=2:7, lwd=4, gg=TRUE)
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