caschrono (version 2.4)

plot2acf: ACF plots of two series

Description

Plots the ACF of two series at the same lags

Usage

plot2acf(y1, y2, lag.max = 40, main = c("", ""))

Value

no value

Arguments

y1

A time series object

y2

A time series object

lag.max

An integer, the value of the maximum lag

main

A vector of character, the title of the plot

Author

Yves Aragon and Thibault Laurent

Details

We keep the same scale for the two graphs

Examples

data(nottem)
set.seed(2561)
innov1 <- rnorm(290,sd=4.18)
y <- arima.sim(list(order = c(12, 0, 1), ma = -.7, ar = c(rep(0, 11), .9)),
               innov = innov1, n.start = 50, n = 240) + 50
plot2acf(nottem, y, main = c("ACF nottem", "ACF SAR"))