chart.ACF {PerformanceAnalytics} | R Documentation |

## Create ACF chart or ACF with PACF two-panel chart

### Description

Creates an ACF chart or a two-panel plot with the ACF and PACF set to some specific defaults.

### Usage

chart.ACF(R, maxlag = NULL, elementcolor = "gray", main = NULL, ...)
chart.ACFplus(R, maxlag = NULL, elementcolor = "gray", main = NULL, ...)

### Arguments

`R` |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |

`maxlag` |
the number of lags to calculate for, optional |

`elementcolor` |
the color to use for chart elements, defaults to "gray" |

`main` |
title of the plot; uses the column name by default. |

`...` |
any other passthru parameters |

### Value

Returns a one- or two-panel chart.

### Note

Inspired by the website: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/acf2.R
"...here's an R function that will plot the ACF and PACF of a time series
at the same time on the SAME SCALE, and it leaves out the zero lag in the
ACF: acf2.R. If your time series is in x and you want the ACF and PACF of
x to lag 50, the call to the function is acf2(x,50). The number of lags
is optional, so acf2(x) will use a default number of lags [sqrt(n) + 10, where
n is the number of observations]."

That description made a lot of sense, so it's implemented here for both the ACF alone and the ACF with the PACF.

### Author(s)

Peter Carl

### See Also

`plot`

### Examples

data(edhec)
chart.ACFplus(edhec[,1,drop=FALSE])

[Package

*PerformanceAnalytics* version 0.9.9-5

Index]