R: Plot Autocovariance and Autocorrelation Functions

plot.acf {stats} | R Documentation

## Plot Autocovariance and Autocorrelation Functions

### Description

Plot method for objects of class `"acf"`.

### Usage

    ## S3 method for class '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.

### Note

The confidence interval plotted in `plot.acf` is based on an uncorrelated series and should be treated with appropriate caution. Using `ci.type = "ma"` may be less potentially misleading.

### See Also

`acf` which calls `plot.acf` by default.

### Examples

    require(graphics)

    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

[Package stats version 4.0.5 Index]