simts: plot.PACF – R documentation

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plot.PACF

Plot Partial Auto-Covariance and Correlation Functions

Description

The function plots the output of the theo_pacf and auto_corr functions (partial autocovariance or autocorrelation functions).

Usage

## S3 method for class 'PACF'
plot(x, xlab = NULL, ylab = NULL, show.ci = TRUE,
  alpha = NULL, col_ci = NULL, transparency = NULL, main = NULL,
  parValue = NULL, ...)

Arguments

`x`	A `"PACF"` object output from `theo_pacf` or `auto_corr`.
`xlab`	A `string` indicating the label of the x axis: the default name is 'Lags'.
`ylab`	A `string` indicating the label of the y axis: the default name is 'PACF'.
`show.ci`	A `bool` indicating whether to show the confidence region. Defaults to `TRUE`.
`alpha`	A `double` indicating the level of significance for the confidence interval. By default `alpha = 0.05` which gives a 1 - `alpha` = 0.95 confidence interval.
`col_ci`	A `string` that specifies the color of the region covered by the confidence intervals (confidence region).
`transparency`	A `double` between 0 and 1 indicating the transparency level of the color defined in `col_ci`. Defaults to 0.25.
`main`	A `string` indicating the title of the plot. Default name is "Variable name PACF plot'.
`parValue`	A `vector` defining the margins for the plot.
`...`	Additional parameters

Author(s)

Yunxiang Zhang and Yuming Zhang

Examples

# Plot the Partial Autocorrelation
m = auto_corr(datasets::AirPassengers, pacf = TRUE)
plot(m)

# More customized CI
plot(m, xlab = "my xlab", ylab = "my ylab", show.ci = TRUE, 
alpha = NULL, col_ci = "grey", transparency = 0.5, main = "my main")

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21