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plot.tacvf

Plots the output from a call to tacvf

Description

Plots the theoretical autocovariance functions of the modes for a fitted arfima object

Usage

## S3 method for class 'tacvf'
plot(x, type = "o", pch = 20, xlab = NULL,
  ylab = NULL, main = NULL, xlim = NULL, ylim = NULL,
  tacf = FALSE, maxlag = NULL, lag0 = !tacf, ...)

Arguments

x

A tacvf object from a call to said function
type

See plot. The default is recommended for short maxlag
pch

See plot
xlab

See plot
ylab

See plot
main

See plot
xlim

See plot
ylim

See plot
tacf

If TRUE, plots the theoretical autocorellations instead
maxlag

The maximum lag for the plot
lag0

Whether or not to plot lag 0 of the tacvfs/tacfs. Default !tacf. Used by tacfplot.
...

Currently not used

Details

Only plots up to nine tacvfs. It is highly recommended that the arfima object be weeded before calling tacvf

Value

None. There is a plot as output.

Author(s)

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

Examples

set.seed(1234)
sim <- arfima.sim(1000, model = list(theta = 0.99, dfrac = 0.49))
fit <- arfima(sim, order = c(0, 0, 1))
plot(tacvf(fit))
plot(tacvf(fit), tacf = TRUE)
arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

v1.7-0
MIT + file LICENSE
Authors
JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Initial release
2018-11-01

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