Plots the theoretical autocorralation functions (tacfs) of one or more fits.
Plots the theoretical autocorralation functions (tacfs) of one or more fits.
tacfplot(fits = list(), modes = "all", xlab = NULL, ylab = NULL, main = NULL, xlim = NULL, ylim = NULL, maxlag = 20, lag0 = FALSE, ...)
fits |
A list of objects of class "arfima". |
modes |
Either "all" or a vector of the same length as fits for which the tacfs will be ploted. |
xlab |
Optional. Usually better to be generated by the function. |
ylab |
Optional. Usually better to be generated by the function. |
main |
Optional. Usually better to be generated by the function. |
xlim |
Optional. Usually better to be generated by the function. |
ylim |
Optional. Usually better to be generated by the function. |
maxlag |
Optional. Used to limit the length of tacfs. Highly recommended to be a value from 20 - 50. |
lag0 |
Whether or not the lag 0 tacf should be printed. Since this is
always 1 for all tacfs, recommended to be |
... |
Optional. Currently not used. |
NULL. However, there is a plot output.
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
set.seed(34577) sim <- arfima.sim(500, model = list(theta = 0.9, phi = 0.5, dfrac = 0.4)) fit1 <- arfima(sim, order = c(1, 0, 1), cpus = 2, back=TRUE) fit2 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "g", back=TRUE) fit3 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "h", back=TRUE) fit1 fit2 fit3 tacfplot(fits = list(fit1, fit2, fit3), maxlag = 30)
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