Plot and print ACF and PACF of a time series
Produces a simultaneous plot (and a printout) of the sample ACF and PACF on the same scale. The zero lag value of the ACF is removed.
acf2(series, max.lag=NULL, plot=TRUE, main=NULL, ylim=NULL,
na.action = na.pass, ...)series |
The data. Does not have to be a time series object. |
max.lag |
Maximum lag. Can be omitted. Defaults to √{n} + 10 unless n < 60. If the series is seasonal, this will be at least 4 seasons by default. |
plot |
If TRUE (default), a graph is produced and the values are rounded and listed. If FALSE, no graph is produced and the values are listed but not rounded by the script. |
main |
Title of graphic; defaults to name of series. |
ylim |
Specify limits for the y-axis. |
na.action |
How to handle missing data; default is |
... |
Additional arguments passed to |
This is basically a wrapper for acf() provided in tseries. The error bounds are approximate white noise bounds, 0 \pm 2/√{n}; no other option is given.
ACF |
The sample ACF |
PACF |
The sample PACF |
D.S. Stoffer
acf2(rnorm(100)) acf2(rnorm(100), 25, main='') # no title acf2(rnorm(100), plot=FALSE)[,'ACF'] # print only ACF
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