peacf.plot {pear} | R Documentation |
Produces auto and partial periodic correlation plots using the output from peacf and pepacf. If plot=TRUE in the argument to peacf or pepacf then these functions call peacf.plot.
peacf.plot(r)
r |
list returned from peacf or pepacf |
The plot shows the periodic correlations at various lags along with benchmark 95% limits for no correlation effect.
NULL
plot produced
McLeod, A.I. (1994), "Diagnostic Checking of Periodic Autoregression" Journal of Time Series Analysis, Vol. 15, No. 2, pp.221–233.
peacf, pepacf
data(fraser) acf.out <- peacf(log(fraser), plot=FALSE) peacf.plot(acf.out)