PerformanceAnalytics (version 1.1.0)

chart.ACFplus: Create ACF chart or ACF with PACF two-panel chart

Description

Creates an ACF chart or a two-panel plot with the ACF and PACF set to some specific defaults.

Usage

chart.ACFplus(R, maxlag = NULL, elementcolor = "gray",
    main = NULL, ...)
  chart.ACF(R, maxlag = NULL, elementcolor = "gray",
    main = NULL, ...)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

maxlag

the number of lags to calculate for, optional

elementcolor

the color to use for chart elements, defaults to "gray"

main

title of the plot; uses the column name by default.

...

any other passthru parameters

See Also

plot

Examples

data(edhec)
chart.ACFplus(edhec[,1,drop=FALSE])