plot.acf                 package:ts                 R Documentation

Plotting Autocovariance and Autocorrelation Functions

Description:

     Plotting method for objects of class `"acf"'.

Usage:

     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?

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. `xpd = NA' used to be the default for
          R version <= 1.4.0. 

 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:

     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 on 1 page
     acf(z7) # multi-page

