stats (version 3.3.3)

plot.acf: Plot Autocovariance and Autocorrelation Functions

Description

Plot method for objects of class "acf".

Usage

# S3 method for acf
plot(x, ci = 0.95, type = "h", xlab = "Lag", ylab = NULL,
     ylim = NULL, main = NULL,
     ci.col = "blue", ci.type = c("white", "ma"),
     max.mfrow = 6, ask = Npgs > 1 && dev.interactive(),
     mar = if(nser > 2) c(3,2,2,0.8) else par("mar"),
     oma = if(nser > 2) c(1,1.2,1,1) else par("oma"),
     mgp = if(nser > 2) c(1.5,0.6,0) else par("mgp"),
     xpd = par("xpd"),
     cex.main = if(nser > 2) 1 else par("cex.main"),
     verbose = getOption("verbose"),
     …)

Arguments

x

an object of class "acf".

ci

coverage probability for confidence interval. Plotting of the confidence interval is suppressed if ci is zero or negative.

type

the type of plot to be drawn, default to histogram like vertical lines.

xlab

the x label of the plot.

ylab

the y label of the plot.

ylim

numeric of length 2 giving the y limits for the plot.

main

overall title for the plot.

ci.col

colour to plot the confidence interval lines.

ci.type

should the confidence limits assume a white noise input or for lag \(k\) an MA(\(k-1\)) input? Can be abbreviated.

max.mfrow

positive integer; for multivariate x indicating how many rows and columns of plots should be put on one page, using par(mfrow = c(m,m)).

ask

logical; if TRUE, the user is asked before a new page is started.

mar, oma, mgp, xpd, cex.main

graphics parameters as in par(*), by default adjusted to use smaller than default margins for multivariate x only.

verbose

logical. Should R report extra information on progress?

…

graphics parameters to be passed to the plotting routines.

See Also

acf which calls plot.acf by default.

Examples

require(graphics)

<!-- %%-- FIXME: use less trivial data : -->
z4  <- ts(matrix(rnorm(400), 100, 4), start = c(1961, 1), frequency = 12)
z7  <- ts(matrix(rnorm(700), 100, 7), start = c(1961, 1), frequency = 12)
acf(z4)
acf(z7, max.mfrow = 7)   # squeeze onto 1 page
acf(z7) # multi-page