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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.

See also

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]))