an
xyplot of the autocorrelations versus the lags, with
type = h
, is produced. If alpha > 0, curves
representing the critical limits for a two-sided test of level
alpha
for the autocorrelations are added to the plot.
USAGE:
plot(object, alpha, xlab, ylab, grid, ...)
REQUIRED ARGUMENTS:
object
an object inheriting from class
ACF,
consisting of a data frame with two columns named
lag and
ACF, representing the autocorrelation values and the
corresponding lags.
OPTIONAL ARGUMENTS:
alpha
an optional numeric value with the significance level for
testing if the autocorrelations are zero. Lines corresponding to the
lower and upper critical values for a test of level
alpha are
added to the plot. Default is
0, in which case no lines are
plotted.
xlab,ylab
optional character strings with the x- and y-axis
labels. Default respectively to
"Lag" and
"Autocorrelation".
grid
an optional logical value indicating whether a grid should
be added to plot. Defaults to
FALSE.