tsacfplots {HH}R Documentation

Coordinated time series and ACF and PCF plots.

Description

Coordinated time series and ACF and PCF plots.

Usage

tsacfplots(x,      
           ylab=deparse(substitute(x)),
           x.name=ylab[[1]],
           main=paste("Series:", x.name),
           lag.at=NULL,
           lag.max=NULL,
           lag.units=NULL,
           lag.0=TRUE,
           ...)

acf.pacf.plot(x,
              ylab=NULL,
              series=deparse(substitute(x)),
              main=paste("ACF and PACF:", series),
              lag.max,
              lag.units=frequency(x),
              lag.at=pretty(apacf$lag),
              lag.labels=lag.at*lag.units,
              lag.0=TRUE,
              ...)

Arguments

x time series
ylab, main standard trellis arguments.
x.name, series Character string, name for the time series.
lag.at Location of ticks for the acf and pacf plots.
lag.labels Labels for ticks for the acf and pacf plots.
lag.max Maximum lag used in the acf and pacf plots.
lag.units Units for time series, defaults to frequency(x)
lag.0 Logical. If TRUE, then plot the correlation (identically 1) at lag=0. If FALSE, do not plot the correlation at lag=0.
... Additional arguments to seqplot for tsacfplots. Additional arguments to strip.default for acf.pacf.plot.

Details

The acf and pacf plots are scaled identically.

Value

"tsacfplots" object containing two "trellis" objects.

Author(s)

Richard M. Heiberger (rmh@temple.edu)

See Also

seqplot

Examples

tsacfplots(co2)
acf.pacf.plot(co2)

[Package HH version 2.1-25 Index]