These functions are provided to make it easy to plot an
autocorrelation function without the noninformative unit spike at lag
0. This is done by calling plot(x, acfLag0=FALSE, ...). Apart from
the 'acfLag0' argument, the rest of the arguments are identical to
those for 'acf' and 'plot.acf'.
x
for 'acf': a numeric vector or time series.
for 'plot.acf': an object of class 'acf'.
lag.max
maximum lag at which to calculate the acf.
ci
coverage probability for confidence interval for 'plot.acf'.
type
the type of 'acf' or 'plot'
plot
logical. If 'TRUE' the 'acf' function will call 'plot.acf'.
na.action
function to be called by 'acf' to handle missing values.
demean
logical: Should the x be replaced by (x-mean(x)) before computing
the sums of squares and lagged cross products to produce the 'acf'?
logical: TRUE to plot the traditional noninformation unit spike at
lag 0. FALSE to omit that spike, consistent with the style in Tsay
(2005).
...
further arguments passed to 'plot.acf'
Value
The 'acf' function returns an object of class 'Acf', which inherits
from class 'acf', as described with help('acf', package='stats').
The 'plot.Acf' function returns NULL.
Author(s)
Spencer Graves for the FinTS modification of 'plot.acf'.
References
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley)
See Also
acfplot.acfBox.testAutocorTest
Examples
data(m.ibm2697)
Acf(m.ibm2697)
Acf(m.ibm2697, lag.max=100)
Acf(m.ibm2697, lag.max=100,
main='Monthly IBM returns, 1926-1997')
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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Platform: x86_64-pc-linux-gnu (64-bit)
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'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(FinTS)
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FinTS/Acf.Rd_%03d_medium.png", width=480, height=480)
> ### Name: Acf
> ### Title: Autocorrelation Function
> ### Aliases: Acf plot.Acf
> ### Keywords: ts
>
> ### ** Examples
>
> data(m.ibm2697)
> Acf(m.ibm2697)
> Acf(m.ibm2697, lag.max=100)
> Acf(m.ibm2697, lag.max=100,
+ main='Monthly IBM returns, 1926-1997')
>
>
>
>
>
> dev.off()
null device
1
>