TSstudio (version 0.1.5)

ts_pacf: A Visualization Function of the PACF Estimation

Description

A Visualization Function of the PACF Estimation

Usage

ts_pacf(ts.obj, lag.max = NULL, ci = 0.95, color = NULL)

Arguments

ts.obj

a univariate or multivariate time series object of class "ts", "mts", "zoo" or "xts"

lag.max

maximum lag at which to calculate the acf. Default is 10*log10(N/m) where N is the number of observations and m the number of series. Will be automatically limited to one less than the number of observations in the series.

ci

the significant level of the estimation - a numeric value between 0 and 1, default is set for 0.95

color

The color of the plot, support both name and expression

Examples

# NOT RUN {
data(USgas)

ts_pacf(USgas, lag.max = 60)
# }