FitAR (version 1.94)

AcfPlot: Basic ACF Plotting

Description

Produces theoretical correlation plot

Usage

AcfPlot(g, LagZeroQ= TRUE, ylab=NULL, main=NULL, ...)

Arguments

g

vector of autocorrelations at lags 1,..,length(g)

LagZeroQ

start plot at lag zero with g[0]=1

ylab

vertical axis label

main

plot title

...

optional graphical parameters

Value

No value. Plot is produced via plot function.

See Also

acf

Examples

#
#Simple example, plot acf for AR(1)
 phi<-0.8
 maxLag<-20
 g<-phi^(1:maxLag)
 AcfPlot(g)
 AcfPlot(g, LagZeroQ=FALSE)
#
# Plot the sample inverse partial autocorrelations. 
# On the basis of this plot, Cleveland (1972) suggested an ARp(1,2,7)
# for this data
"InverseAcf" <-
function(z, p=15){
g<-TacvfMA(GetFitARpLS(z-mean(z),1:p)$phiHat, lag.max=p)
g/g[1]
}
#
data(SeriesA)
AcfPlot(InverseAcf(SeriesA),LagZeroQ=FALSE)