forecast: plot.Arima – R documentation

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plot.Arima

Plot characteristic roots from ARIMA model

Description

Produces a plot of the inverse AR and MA roots of an ARIMA model. Inverse roots outside the unit circle are shown in red.

Usage

## S3 method for class 'Arima'
plot(
  x,
  type = c("both", "ar", "ma"),
  main,
  xlab = "Real",
  ylab = "Imaginary",
  ...
)

## S3 method for class 'ar'
plot(x, main, xlab = "Real", ylab = "Imaginary", ...)

## S3 method for class 'Arima'
autoplot(object, type = c("both", "ar", "ma"), ...)

## S3 method for class 'ar'
autoplot(object, ...)

Arguments

`x`	Object of class “Arima” or “ar”.
`type`	Determines if both AR and MA roots are plotted, of if just one set is plotted.
`main`	Main title. Default is "Inverse AR roots" or "Inverse MA roots".
`xlab`	X-axis label.
`ylab`	Y-axis label.
`...`	Other plotting parameters passed to `par`.
`object`	Object of class “Arima” or “ar”. Used for ggplot graphics (S3 method consistency).

Details

autoplot will produce an equivalent plot as a ggplot object.

Value

None. Function produces a plot

Author(s)

Rob J Hyndman & Mitchell O'Hara-Wild

Examples

library(ggplot2)

fit <- Arima(WWWusage, order = c(3, 1, 0))
plot(fit)
autoplot(fit)

fit <- Arima(woolyrnq, order = c(2, 0, 0), seasonal = c(2, 1, 1))
plot(fit)
autoplot(fit)

plot(ar.ols(gold[1:61]))
autoplot(ar.ols(gold[1:61]))

forecast

Forecasting Functions for Time Series and Linear Models

v8.14

GPL-3

Authors

Rob Hyndman [aut, cre, cph] (<https://orcid.org/0000-0002-2140-5352>), George Athanasopoulos [aut], Christoph Bergmeir [aut] (<https://orcid.org/0000-0002-3665-9021>), Gabriel Caceres [aut], Leanne Chhay [aut], Mitchell O'Hara-Wild [aut] (<https://orcid.org/0000-0001-6729-7695>), Fotios Petropoulos [aut] (<https://orcid.org/0000-0003-3039-4955>), Slava Razbash [aut], Earo Wang [aut], Farah Yasmeen [aut] (<https://orcid.org/0000-0002-1479-5401>), R Core Team [ctb, cph], Ross Ihaka [ctb, cph], Daniel Reid [ctb], David Shaub [ctb], Yuan Tang [ctb] (<https://orcid.org/0000-0001-5243-233X>), Zhenyu Zhou [ctb]

Initial release