R: Plot an ACF Object

plot.ACF {nlme}

R Documentation

Plot an ACF Object

Description

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

## S3 method for class 'ACF'
plot(x, alpha, xlab, ylab, grid, ...)

Arguments

`x`	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.
`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. Default is `FALSE`.
`...`	optional arguments passed to the `xyplot` function.

Value

an xyplot Trellis plot.

Author(s)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

Examples

fm1 <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary)
plot(ACF(fm1, maxLag = 10), alpha = 0.01)

[Package nlme version 3.1-131 Index]