R: Combined Plot of a Time Series and Its ACF and PACF

PlotACF {DescTools} | R Documentation

## Combined Plot of a Time Series and Its ACF and PACF

### Description

Combined plot of a time Series and its autocorrelation and partial autocorrelation

### Usage

    PlotACF(series, lag.max = 10 * log10(length(series)), main = NULL, cex = NULL, ...)
    PlotGACF(series, lag.max = 10 * log10(length(series)), type = "cor", ylab = NULL, ...)

### Arguments

`series` | univariate time series.
`lag.max` | integer. Defines the number of lags to be displayed. The default is 10 * log10(length(series)).
`main` | an overall title for the plot
`cex` | numerical value giving the amount by which plotting text and symbols should be magnified relative to the default.
`type` | character string giving the type of acf to be computed. Allowed values are `"cor"` (the default), `"cov"` or `"part"` for autocorrelation, covariance or partial correlation.
`ylab` | a title for the y axis: see `title`.
`...` | the dots are passed to the plot command.

### Details

PlotACF plots a combination of the time series and its autocorrelation and partial autocorrelation. PlotGACF is used as subfunction to produce the acf- and pacf-plots.

### Author(s)

Markus Huerzeler (ETH Zurich), some minor modifications Andri Signorell <andri@signorell.net>

### See Also

`ts`

### Examples

    PlotACF(AirPassengers)

[Package DescTools version 0.99.35 Index]