R: ggplot (Partial) Autocorrelation and Cross-Correlation...

autoplot.acf {forecast} | R Documentation

## ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation and Plotting

### Description

Produces a ggplot object of their equivalent Acf, Pacf, Ccf, taperedacf and taperedpacf functions.

### Usage

    ## S3 method for class 'acf'
    autoplot(object, ci = 0.95, ...)

    ggAcf(x, lag.max = NULL, type = c("correlation", "covariance", "partial"),
      plot = TRUE, na.action = na.contiguous, demean = TRUE, ...)

    ggPacf(x, lag.max = NULL, plot = TRUE, na.action = na.contiguous,
      demean = TRUE, ...)

    ggCcf(x, y, lag.max = NULL, type = c("correlation", "covariance"),
      plot = TRUE, na.action = na.contiguous, ...)

    ## S3 method for class 'mpacf'
    autoplot(object, ...)

    ggtaperedacf(x, lag.max = NULL, type = c("correlation", "partial"),
      plot = TRUE, calc.ci = TRUE, level = 95, nsim = 100, ...)

    ggtaperedpacf(x, ...)

### Arguments

`object` | Object of class “`acf`”.
`ci` | coverage probability for confidence interval. Plotting of the confidence interval is suppressed if ci is zero or negative.
`...` | Other plotting parameters to affect the plot.
`x` | a univariate or multivariate (not Ccf) numeric time series object or a numeric vector or matrix.
`lag.max` | maximum lag at which to calculate the acf.
`type` | character string giving the type of acf to be computed. Allowed values are "`correlation`" (the default), “`covariance`” or “`partial`”.
`plot` | logical. If `TRUE` (the default) the resulting ACF, PACF or CCF is plotted.
`na.action` | function to handle missing values. Default is `na.contiguous`. Useful alternatives are `na.pass` and `na.interp`.
`demean` | Should covariances be about the sample means?
`y` | a univariate numeric time series object or a numeric vector.
`calc.ci` | If `TRUE`, confidence intervals for the ACF/PACF estimates are calculated.
`level` | Percentage level used for the confidence intervals.
`nsim` | The number of bootstrap samples used in estimating the confidence intervals.

### Details

If `autoplot` is given an `acf` or `mpacf` object, then an appropriate ggplot object will be created.

ggtaperedpacf

### Value

A ggplot object.

### Author(s)

Mitchell O'Hara-Wild

### See Also

`plot.acf`, `Acf`, `acf`, `taperedacf`

### Examples

    library(ggplot2)
    ggAcf(wineind)
    wineind %>% Acf(plot=FALSE) %>% autoplot
    ## Not run:
    wineind %>% taperedacf(plot=FALSE) %>% autoplot
    ggtaperedacf(wineind)
    ggtaperedpacf(wineind)
    ## End(Not run)
    ggCcf(mdeaths, fdeaths)

[Package forecast version 8.4 Index]