broom (version 0.4.3)

acf_tidiers: Tidying method for the acf function

Description

Tidy an "acf" object, which is the output of acf and the related pcf and ccf functions.

Usage

# S3 method for acf
tidy(x, ...)

Arguments

x

acf object

...

(not used)

Value

data.frame with columns

lag

lag values

acf

calucated correlation

Examples

# NOT RUN {
# acf
result <- acf(lh, plot=FALSE)
tidy(result)

# ccf
result <- ccf(mdeaths, fdeaths, plot=FALSE)
tidy(result)

# pcf
result <- pacf(lh, plot=FALSE)
tidy(result)

# lag plot
library(ggplot2)
result <- tidy(acf(lh, plot=FALSE))
p <- ggplot(result, aes(x=lag, y=acf)) + 
         geom_bar(stat='identity', width=0.1) +
         theme_bw()
p

# with confidence intervals 
conf.level <- 0.95
# from \code{plot.acf} method
len.data <- length(lh) # same as acf$n.used
conf.int <- qnorm((1 + conf.level) / 2) / sqrt(len.data)
p + geom_hline(yintercept = c(-conf.int, conf.int),
               color='blue', linetype='dashed')

# }