Plot characteristic roots from ARIMA model

Produces a plot of the inverse AR and MA roots of an ARIMA model. Inverse roots outside the unit circle are shown in red.

Usage

# S3 method for class 'Arima'
plot(
  x,
  type = c("both", "ar", "ma"),
  main,
  xlab = "Real",
  ylab = "Imaginary",
  ...
)

# S3 method for class 'ar'
plot(x, main, xlab = "Real", ylab = "Imaginary", ...)

# S3 method for class 'Arima'
autoplot(object, type = c("both", "ar", "ma"), ...)

# S3 method for class 'ar'
autoplot(object, ...)

Arguments

x: Object of class “Arima” or “ar”.
type: Determines if both AR and MA roots are plotted, of if just one set is plotted.
main: Main title. Default is "Inverse AR roots" or "Inverse MA roots".
xlab: X-axis label.
ylab: Y-axis label.
...: Other plotting parameters passed to par.
object: Object of class “Arima” or “ar”. Used for ggplot graphics (S3 method consistency).

Value

None. Function produces a plot

Details

autoplot will produce an equivalent plot as a ggplot object.

Author

Rob J Hyndman & Mitchell O'Hara-Wild

Examples


library(ggplot2)

fit <- Arima(WWWusage, order = c(3, 1, 0))
plot(fit)

autoplot(fit)


fit <- Arima(woolyrnq, order = c(2, 0, 0), seasonal = c(2, 1, 1))
plot(fit)

autoplot(fit)


plot(ar.ols(gold[1:61]))

autoplot(ar.ols(gold[1:61]))