plot.acf
Plot Autocovariance and Autocorrelation Functions
Plot method for objects of class "acf"
.
Usage
"plot"(x, ci = 0.95, type = "h", xlab = "Lag", ylab = NULL, ylim = NULL, main = NULL, ci.col = "blue", ci.type = c("white", "ma"), max.mfrow = 6, ask = Npgs > 1 && dev.interactive(), mar = if(nser > 2) c(3,2,2,0.8) else par("mar"), oma = if(nser > 2) c(1,1.2,1,1) else par("oma"), mgp = if(nser > 2) c(1.5,0.6,0) else par("mgp"), xpd = par("xpd"), cex.main = if(nser > 2) 1 else par("cex.main"), verbose = getOption("verbose"), ...)
Arguments
- x
- an object of class
"acf"
. - ci
- coverage probability for confidence interval. Plotting of
the confidence interval is suppressed if
ci
is zero or negative. - type
- the type of plot to be drawn, default to histogram like vertical lines.
- xlab
- the x label of the plot.
- ylab
- the y label of the plot.
- ylim
- numeric of length 2 giving the y limits for the plot.
- main
- overall title for the plot.
- ci.col
- colour to plot the confidence interval lines.
- ci.type
- should the confidence limits assume a white noise input or for lag $k$ an MA($k-1$) input? Can be abbreviated.
- max.mfrow
- positive integer; for multivariate
x
indicating how many rows and columns of plots should be put on one page, usingpar(mfrow = c(m,m))
. - ask
- logical; if
TRUE
, the user is asked before a new page is started. - mar, oma, mgp, xpd, cex.main
- graphics parameters as in
par(*)
, by default adjusted to use smaller than default margins for multivariatex
only. - verbose
- logical. Should R report extra information on progress?
- ...
- graphics parameters to be passed to the plotting routines.
Note
The confidence interval plotted in plot.acf
is based on an
uncorrelated series and should be treated with appropriate
caution. Using ci.type = "ma"
may be less potentially
misleading.
See Also
acf
which calls plot.acf
by default.
Examples
library(stats)
require(graphics)
z4 <- ts(matrix(rnorm(400), 100, 4), start = c(1961, 1), frequency = 12)
z7 <- ts(matrix(rnorm(700), 100, 7), start = c(1961, 1), frequency = 12)
acf(z4)
acf(z7, max.mfrow = 7) # squeeze onto 1 page
acf(z7) # multi-page
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