arfima (version 1.8-1)

plot.tacvf: Plots the output from a call to tacvf

Description

Plots the theoretical autocovariance functions of the modes for a fitted arfima object

Usage

# S3 method for tacvf
plot(
  x,
  type = "o",
  pch = 20,
  xlab = NULL,
  ylab = NULL,
  main = NULL,
  xlim = NULL,
  ylim = NULL,
  tacf = FALSE,
  maxlag = NULL,
  lag0 = !tacf,
  ...
)

Value

None. There is a plot as output.

Arguments

x

A tacvf object from a call to said function

type

See plot. The default is recommended for short maxlag

pch

See plot

xlab

See plot

ylab

See plot

main

See plot

xlim

See plot

ylim

See plot

tacf

If TRUE, plots the theoretical autocorellations instead

maxlag

The maximum lag for the plot

lag0

Whether or not to plot lag 0 of the tacvfs/tacfs. Default !tacf. Used by tacfplot.

...

Currently not used

Author

JQ (Justin) Veenstra

Details

Only plots up to nine tacvfs. It is highly recommended that the arfima object be weeded before calling tacvf

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

tacvf

Examples

set.seed(1234)
sim <- arfima.sim(1000, model = list(theta = 0.99, dfrac = 0.49))
fit <- arfima(sim, order = c(0, 0, 1))
plot(tacvf(fit))
plot(tacvf(fit), tacf = TRUE)