blocklength (version 0.2.0)

plot.pwsd: Plot Correlogram for Politis and White Auto\(-\)Correlation Implied Hypothesis Test

Description

S3 Method for objects of class 'pwsd' See ?plot.acf of the stats package for more customization options on the correlogram, from which plot.pwsd is based

Usage

# S3 method for pwsd
plot(x, c = NULL, main = NULL, ylim = NULL, ...)

Value

No return value, called for side effects

Arguments

x

an of object of class 'pwsd' or 'acf'

c

a numeric value, the constant which acts as the significance level for the implied hypothesis test. Defaults to qnorm(0.975) for a two-tailed 95% confidence level. Politis and White (2004) suggest c = 2.

main

an overall title for the plot, if no string is supplied a default title will be populated. See title

ylim

a numeric of length 2 giving the y-axis limits for the plot

...

Arguments passed on to base::plot

y

the y coordinates of points in the plot, optional if x is an appropriate structure.

Examples

# Use S3 Method

# Generate AR(1) time series
sim <- stats::arima.sim(list(order = c(1, 0, 0), ar = 0.5),
                        n = 500, innov = rnorm(500))

b <- pwsd(sim, round = TRUE, correlogram = FALSE)
plot(b)