nlme (version 3.1-166)

plot.ACF: Plot an ACF Object

Description

an xyplot of the autocorrelations versus the lags, with type = "h", is produced. If alpha > 0, curves representing the critical limits for a two-sided test of level alpha for the autocorrelations are added to the plot.

Usage

# S3 method for ACF
plot(x, alpha, xlab, ylab, grid, ...)

Value

an xyplot Trellis plot.

Arguments

x

an object inheriting from class ACF, consisting of a data frame with two columns named lag and ACF, representing the autocorrelation values and the corresponding lags.

alpha

an optional numeric value with the significance level for testing if the autocorrelations are zero. Lines corresponding to the lower and upper critical values for a test of level alpha are added to the plot. Default is 0, in which case no lines are plotted.

xlab,ylab

optional character strings with the x- and y-axis labels. Default respectively to "Lag" and "Autocorrelation".

grid

an optional logical value indicating whether a grid should be added to plot. Default is FALSE.

...

optional arguments passed to the xyplot function.

Author

José Pinheiro and Douglas Bates

See Also

ACF, xyplot

Examples

fm1 <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary)
plot(ACF(fm1, maxLag = 10), alpha = 0.01)