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

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.

Value

A ggplot object.

Details

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

ggtaperedpacf

Author

Mitchell O'Hara-Wild

Examples


library(ggplot2)
ggAcf(wineind)

wineind %>% Acf(plot=FALSE) %>% autoplot

if (FALSE) { # \dontrun{
wineind %>% taperedacf(plot=FALSE) %>% autoplot
ggtaperedacf(wineind)
ggtaperedpacf(wineind)} # }
ggCcf(mdeaths, fdeaths)