scatterACF function

Scatterplot of Two Selected-lag Autocorrelation Functions

Scatterplot of two selected-lag ACFs.

scatterACF(x, lags = c(1, 2))

Arguments

• x: T by k data matrix: T data points in rows with each row being data at a given time point, and k time series in columns.
• lags: Set of lags. Default values are 1, 2.

Returns

A list containing:

• acf1 - Autocorrelation function of order lags[1].
• acf2 - Autocorrelation function of order lags[2].

Examples

data(TaiwanAirBox032017)
output <- scatterACF(TaiwanAirBox032017[,1:100])