arfima (version 1.8-1)

tacfplot: Plots the theoretical autocorralation functions (tacfs) of one or more fits.

Description

Plots the theoretical autocorralation functions (tacfs) of one or more fits.

Usage

tacfplot(
  fits = list(),
  modes = "all",
  xlab = NULL,
  ylab = NULL,
  main = NULL,
  xlim = NULL,
  ylim = NULL,
  maxlag = 20,
  lag0 = FALSE,
  ...
)

Value

NULL. However, there is a plot output.

Arguments

fits

A list of objects of class "arfima".

modes

Either "all" or a vector of the same length as fits for which the tacfs will be ploted.

xlab

Optional. Usually better to be generated by the function.

ylab

Optional. Usually better to be generated by the function.

main

Optional. Usually better to be generated by the function.

xlim

Optional. Usually better to be generated by the function.

ylim

Optional. Usually better to be generated by the function.

maxlag

Optional. Used to limit the length of tacfs. Highly recommended to be a value from 20 - 50.

lag0

Whether or not the lag 0 tacf should be printed. Since this is always 1 for all tacfs, recommended to be TRUE. It is easier to see the shape of the tacfs.

...

Optional. Currently not used.

Author

JQ (Justin) Veenstra

References

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

See Also

tacvf, plot.tacvf

Examples

set.seed(34577)
sim <- arfima.sim(500, model = list(theta = 0.9, phi = 0.5, dfrac = 0.4))
fit1 <- arfima(sim, order = c(1, 0, 1), cpus = 2, back=TRUE)
fit2 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "g", back=TRUE)
fit3 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "h", back=TRUE)
fit1
fit2
fit3
tacfplot(fits = list(fit1, fit2, fit3), maxlag = 30)