plot.acf {stats}R Documentation

Plot Autocovariance and Autocorrelation Functions


Plot method for objects of class "acf".


## S3 method for class 'acf':
plot(x, ci = 0.95, type = "h", xlab = "Lag", ylab = NULL,
     ylim = NULL, main = NULL,
     ci.col = "blue", ci.type = c("white", "ma"),
     max.mfrow = 6, ask = Npgs > 1 && dev.interactive(),
     mar = if(nser > 2) c(3,2,2,0.8) else par("mar"),
     oma = if(nser > 2) c(1,1.2,1,1) else par("oma"),
     mgp = if(nser > 2) c(1.5,0.6,0) else par("mgp"),
     xpd = par("xpd"), cex.main = if(nser > 2) 1 else par("cex.main"),
     verbose = getOption("verbose"),


x an object of class "acf".
ci coverage probability for confidence interval. Plotting of the confidence interval is suppressed if ci is zero or negative.
type the type of plot to be drawn, default to histogram like vertical lines.
xlab the x label of the plot.
ylab the y label of the plot.
ylim numeric of length 2 giving the y limits for the plot.
main overall title for the plot.
ci.col colour to plot the confidence interval lines.
ci.type should the confidence limits assume a white noise input or for lag k an MA(k-1) input?
max.mfrow positive integer; for multivariate x indicating how many rows and columns of plots should be put on one page, using par(mfrow = c(m,m)).
ask logical; if TRUE, the user is asked before a new page is started.
mar, oma, mgp, xpd, cex.main graphics parameters as in par(*), by default adjusted to use smaller than default margins for multivariate x only.
verbose logical. Should R report extra information on progress?
... graphics parameters to be passed to the plotting routines.


The confidence interval plotted in plot.acf is based on an uncorrelated series and should be treated with appropriate caution. Using ci.type = "ma" may be less potentially misleading.

See Also

acf which calls plot.acf by default.


z4  <- ts(matrix(rnorm(400), 100, 4), start=c(1961, 1), frequency=12)
z7  <- ts(matrix(rnorm(700), 100, 7), start=c(1961, 1), frequency=12)
acf(z7, max.mfrow = 7)# squeeze on 1 page
acf(z7) # multi-page

[Package stats version 2.5.0 Index]