HH: tsacfplots – R documentation

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tsacfplots

Coordinated time series and ACF and PCF plots.

Description

Coordinated time series and ACF and PCF plots.

Usage

tsacfplots(x,
           ylab=deparse(substitute(x)),
           x.name=ylab[[1]],
           main=paste("Series:", x.name),
           lag.at=NULL,
           lag.max=NULL,
           lag.units=NULL,
           lag.0=TRUE,
           ...)

acf.pacf.plot(x,
	      ylab=NULL,
	      series=deparse(substitute(x)),
	      main=paste("ACF and PACF:", series),
	      lag.max,
	      lag.units=frequency(x),
	      lag.at=pretty(apacf$lag),
	      lag.labels=lag.at*lag.units,
              lag.0=TRUE,
              strip=TRUE, strip.left=FALSE,
	      ...)

Arguments

`x`	time series
`ylab, main`	standard trellis arguments.
`x.name, series`	Character string, name for the time series.
`lag.at`	Location of ticks for the acf and pacf plots.
`lag.labels`	Labels for ticks for the acf and pacf plots.
`lag.max`	Maximum lag used in the acf and pacf plots.
`lag.units`	Units for time series, defaults to `frequency(x)`
`lag.0`	Logical. If `TRUE`, then plot the correlation (identically 1) at lag=0. If `FALSE`, do not plot the correlation at lag=0.
`strip, strip.left`	Standard lattice arguments described in `xyplot`.
`...`	Additional arguments to `seqplot` for `tsacfplots`. Additional arguments to `strip.default` for `acf.pacf.plot`.

Details

The acf and pacf plots are scaled identically.

Value

"tsacfplots" object containing two "trellis" objects.

Author(s)

Richard M. Heiberger (rmh@temple.edu)

Examples

tsacfplots(co2)
acf.pacf.plot(co2)

HH

Statistical Analysis and Data Display: Heiberger and Holland

v3.1-43

GPL (>= 2)

Authors

Richard M. Heiberger

Initial release

2020-11-27