plot.PACF {simts} | R Documentation |
Plot Partial Auto-Covariance and Correlation Functions
Description
The function plots the output of the theo_pacf
and auto_corr
functions (partial autocovariance or autocorrelation functions).
Usage
## S3 method for class 'PACF'
plot(
x,
xlab = NULL,
ylab = NULL,
show.ci = TRUE,
alpha = NULL,
col_ci = NULL,
transparency = NULL,
main = NULL,
parValue = NULL,
...
)
Arguments
x |
A "PACF" object output from theo_pacf or auto_corr .
|
xlab |
A string indicating the label of the x axis: the default name is 'Lags'.
|
ylab |
A string indicating the label of the y axis: the default name is 'PACF'.
|
show.ci |
A bool indicating whether to show the confidence region. Defaults to TRUE .
|
alpha |
A double indicating the level of significance for the confidence interval. By default alpha = 0.05 which gives a 1 - alpha = 0.95 confidence interval.
|
col_ci |
A string that specifies the color of the region covered by the confidence intervals (confidence region).
|
transparency |
A double between 0 and 1 indicating the transparency level of the color defined in col_ci .
Defaults to 0.25.
|
main |
A string indicating the title of the plot. Default name is "Variable name PACF plot'.
|
parValue |
A vector defining the margins for the plot.
|
... |
Additional parameters
|
Author(s)
Yunxiang Zhang and Yuming Zhang
Examples
# Plot the Partial Autocorrelation
m = auto_corr(datasets::AirPassengers, pacf = TRUE)
plot(m)
# More customized CI
plot(m, xlab = "my xlab", ylab = "my ylab", show.ci = TRUE,
alpha = NULL, col_ci = "grey", transparency = 0.5, main = "my main")
[Package
simts version 0.2.2
Index]