growth (version 1.1.2)

corgram: Calculate and Plot a Correlogram

Description

corgram calculates the values of a correlogram (autocorrelation function or ACF) and plots it.

Usage

corgram(
  y,
  wt = 1,
  maxlag = NULL,
  partial = FALSE,
  add = FALSE,
  lty = 1,
  xlim = NULL,
  ylim = NULL,
  xlab = NULL,
  ylab = NULL,
  main = NULL,
  ...
)

Value

corgram returns a two-column matrix containing the (partial) correlogram coordinates.

Arguments

y

A time series vector.

wt

Indicator vector with zeros for values to be ignored.

maxlag

Maximum number of lags for which the correlation is to be calculated.

partial

If TRUE, the partial autocorrelation function (PACF) is plotted.

add

If TRUE, adds a new correlogram to an existing plot.

lty

Plotting parameters

xlim

Plotting parameters

ylim

Plotting parameters

xlab

Plotting parameters

ylab

Plotting parameters

main

Plotting parameters

...

Plotting parameters

Author

J.K. Lindsey

Examples

y <- rnorm(100)
corgram(y)
corgram(y, partial=TRUE)