an xyplot
of the autocorrelations versus the lags, with
type = "h"
, is produced. If alpha > 0
, curves
representing the critical limits for a two-sided test of level
alpha
for the autocorrelations are added to the plot.
# S3 method for ACF
plot(x, alpha, xlab, ylab, grid, ...)
an xyplot
Trellis plot.
an object inheriting from class ACF
,
consisting of a data frame with two columns named lag
and
ACF
, representing the autocorrelation values and the
corresponding lags.
an optional numeric value with the significance level for
testing if the autocorrelations are zero. Lines corresponding to the
lower and upper critical values for a test of level alpha
are
added to the plot. Default is 0
, in which case no lines are
plotted.
optional character strings with the x- and y-axis
labels. Default respectively to "Lag"
and
"Autocorrelation"
.
an optional logical value indicating whether a grid should
be added to plot. Default is FALSE
.
optional arguments passed to the xyplot
function.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
ACF
, xyplot
fm1 <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary)
plot(ACF(fm1, maxLag = 10), alpha = 0.01)
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