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climb
2011 May 16
1
Inverse autocorrelation fonction
..."yule-walker") #choice p=30
acfth <- ARMAacf(ar=numeric(0),ma=artest$ar) #compute theoretical acf for an
MA, taking the estimated AR coefficients
# Then we plot, using ggplot2 :
library(ggplot2)
base <- data.frame(IACF=as.vector(acfth),Lag=as.numeric(names(acfth)))
ci <- 0.95
climy <- qnorm((1 + ci)/2) / sqrt(artest$n.used) ###Computing
significativity levels
q2 <- qplot(Lag, IACF, data = base, yend = 0, xend = Lag,
geom="bar",stat="identity",fill=I("Darkblue"))+theme_bw()+geom_hline(yintercept=c(-climy,climy),colour="red",linetyp...