Displaying 2 results from an estimated 2 matches for "acfplus".
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aacplus
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
...chart.ECDF
Creates an empirical cumulative distribution function (ECDF)
overlaid with a cumulative distribution function (CDF)
Inspired by:
Ruppert, David. 2004.
Statistics and Finance, an Introduction.
Ch. 2 Fig. 2.5
chart.ACF
chart.ACFplus
Inspired by (and partially ported from) 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...
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
...chart.ECDF
Creates an empirical cumulative distribution function (ECDF)
overlaid with a cumulative distribution function (CDF)
Inspired by:
Ruppert, David. 2004.
Statistics and Finance, an Introduction.
Ch. 2 Fig. 2.5
chart.ACF
chart.ACFplus
Inspired by (and partially ported from) 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...