(Partial) Autocorrelation Function Estimation
Largely wrappers for the
acf function in the stats package. The main difference is that
Acf does not plot a spike at lag 0 (which is redundant).
Pacf is included for consistency.
Acf(x, lag.max=NULL, type=c("correlation", "partial"), plot=TRUE, main=NULL, ylim=NULL, ...) Pacf(x, main=NULL, ...)
- a univariate time series
- maximum lag at which to calculate the acf. Default is 10*log10(N/m) where N is the number of observations and m the number of series. Will be automatically limited to one less than the number of observations in the series.
- character string giving the type of acf to be computed. Allowed values are "
correlation" (the default) or "
- logical. If TRUE (the default) the acf is plotted.
- Title for plot
- The y limits of the plot
- Additional arguments passed to
acf function in the stats package.
- See the
acffunction in the stats package.
Looks like there are no examples yet.