Combined Plot of a Time Series and Its ACF and PACF
Combined plot of a time Series and its autocorrelation and partial autocorrelation
PlotACF(series, lag.max = 10 * log10(length(series)), main = NULL, cex = NULL, ...) PlotGACF(series, lag.max = 10 * log10(length(series)), type = "cor", ylab = NULL, ...)
series |
univariate time series. |
lag.max |
integer. Defines the number of lags to be displayed. The default is 10 * log10(length(series)). |
main |
an overall title for the plot |
cex |
numerical value giving the amount by which plotting text and symbols should be magnified relative to the default. |
type |
character string giving the type of acf to be computed. Allowed values are |
ylab |
a title for the y axis: see |
... |
the dots are passed to the plot command. |
PlotACF plots a combination of the time series and its autocorrelation and partial autocorrelation. PlotGACF is used as subfunction to produce the acf- and pacf-plots.
Markus Huerzeler (ETH Zurich), some minor modifications Andri Signorell <andri@signorell.net>
PlotACF(AirPassengers)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.