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, ...)
univariate time series.
integer. Defines the number of lags to be displayed. The default is 10 * log10(length(series)).
an overall title for the plot
numerical value giving the amount by which plotting text and symbols should be magnified relative to the default.
character string giving the type of acf to be computed. Allowed values are "cor"
(the default), "cov"
or "part"
for autocorrelation, covariance or partial correlation.
a title for the y axis: see title
.
the dots are passed to the plot command.
Markus Huerzeler (ETH Zurich), some minor modifications Andri Signorell <andri@signorell.net>
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.