plot.acf                package: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?

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 on 1 page
     acf(z7) # multi-page

