wv (version 0.1.2)

plot.auto_corr: Auto-Covariance and Correlation Functions

Description

The acf function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.

Usage

# S3 method for auto_corr
plot(x, show.ci = TRUE, alpha = 0.05, main = NULL, ...)

Value

An array of dimensions \(N \times S \times S\).

Arguments

x

An "ACF" object from ACF.

show.ci

A bool indicating whether to show confidence region

...

Additional parameters

ci

A double containing the 1-alpha level. Default is 0.95

Author

Yunxiang Zhang

Examples

# Calculate the Autocorrelation
m = ACF(datasets::AirPassengers)

# Plot with 95% CI
plot(m) 

# Plot with 90% CI
plot(m, ci = 0.90) 

# Plot without 95% CI
plot(m, show.ci = FALSE)