corgram {growth}R Documentation

Calculate and Plot a Correlogram

Description

corgram calculates the values of a correlogram (autocorrelation function or ACF) and plots it.

Usage

corgram(y, wt=1, maxlag=NULL, partial=FALSE, add=FALSE, lty=1, xlim=NULL,
        ylim=NULL, xlab=NULL, ylab=NULL, main=NULL, ...)

Arguments

y A time series vector.
maxlag Maximum number of lags for which the correlation is to be calculated.
partial If TRUE, the partial autocorrelation function (PACF) is plotted.
wt Indicator vector with zeros for values to be ignored.
add If TRUE, adds a new correlogram to an existing plot.
others Plotting parameters

Value

corgram returns a two-column matrix containing the (partial) correlogram coordinates.

Author(s)

J.K. Lindsey

Examples

y <- rnorm(100)
corgram(y)
corgram(y, partial=TRUE)

[Package growth version 1.0 Index]